[R] Bayesian logistic regression for 85.000 variables

nikolay12 nikolay12 at gmail.com
Fri Jul 10 09:44:54 CEST 2009


Dear all,

I want to build a text classification model with about 85.000 features
(variables) on about 10.000 observations (words that have been manually
classified). I want to use multivariate logistic regression (known also as
maximum entropy) with Gaussian priors. So in essence it is Bayesian logistic
regression.

Is there R package which is suitable for such model and problem size?

thanks,

Nick
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