aritter on Nostr: Looking at the Iterative reweighting computation more, I could hack in weighting at ...

Looking at the Iterative reweighting computation more, I could hack in weighting at the y-mu step and just see how it performs, I wouldn't be surprised if that would be correct (equivalent to repeating rows in the x matrix and y vector):

Logistic regression iteration step
https://en.wikipedia.org/wiki/Logistic_regression#Algorithm
mu = sigmoid(x*w)
s = diag(mu * (1 - mu))
wnew = (x' * s * x)^-1 * x' * (s * x * w + y - mu)