Multinomial logit Hessian matrix of the log-likelihood
Parameters: | params : array-like
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Returns: | The Hessian evaluated at `params` : |
otherwise.
The actual Hessian matrix has J**2 * K x K elements. Our Hessian is reshaped to be square (J*K, J*K) so that the solvers can use it.
This implementation does not take advantage of the symmetry of the Hessian and could probably be refactored for speed.