Linear Algebra 8: When There Is No Closed Form
Disclosure: this post was written with the assistance of an AI system (Claude), which wrote the analysis code, ran the experiments and drafted the text. The topic, the constraints, the data choices and the final review are the author’s. Logistic regression has no closed form, so it is iterated, and the iteration is exactly the weighted least squares of the previous seven episodes: Newton’s method on the log-likelihood is a reweighted normal-equations solve, and it converges quadratically when there is something to converge to....