Multinomial logit Hessian matrix of the log-likelihood
Parameters: | params : array-like
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Returns: | hess : ndarray, (J*K, J*K)
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Notes
where
equals 1 if j = l and 0 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.