Random multinomial logit

Introduction

Random Multinomial Logit (RMNL) is a statistical technique for (multi-class) classification using repeated multinomial logit analyses inspired on the principles of Random Forests, developed by Leo Breiman.

Application

The developers of the RMNL technique (Prinzie & Van den Poel, 2008) show in their application paper the usefulness of the technique for cross-sell analysis in customer relationship management.

References

Prinzie A. & Van den Poel D. (2008), Random Forests for Multi-Class Classification: Random Multinomial Logit, Expert Systems with Applications, Forthcoming.