The Machine Learning “Advent Calendar” Day 14: Softmax Regression in Excel

Softmax Regression is explained as a multiclass classification model that extends the principles of Logistic Regression. The process involves calculating a unique linear score for each class and then applying the Softmax function to transform these scores into a set of probabilities that sum to one. Model training is achieved by minimizing cross-entropy loss through gradient descent, which iteratively adjusts the model's coefficients to improve accuracy. The entire concept, from prediction to optimization, is demonstrated using Excel to provide a transparent and visual understanding of the underlying mechanics.