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In this section, we consider the real-world application of classification using multiclass logistic regression.
Note that this study is currently underway (work in progress), and the interpretation of the detailed discussion may change as it is refined in the future by the experts¡¯ knowledge in finance field.
As mentioned above, in classification problems, when there are many data items, the selection of data items from among them is the issue.
It is important to analyze the impact of data item selection on the results.
Here, we consider the relationship between the selection of data items and the spectrum of the data matrix mentioned in the previous section.
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