The Machine Learning “Advent Calendar” Day 14: Softmax Regression in Excel | Towards Data Science

Softmax Regression is simply Logistic Regression extended to multiple classes. By computing one linear score per class and normalizing them with Softmax, we obtain multiclass probabilities without changing the core logic. The loss, the gradients, and the optimization remain the same. Only the number of parallel scores increases. Implemented in Excel, the model becomes transparent: you can see the scores, the probabilities, and how the coefficients evolve over time.