방법 비교

	확률적 경사 하강법(Stochastic Gradient Descent, SGD)	로지스틱 회귀
분야	머신러닝	연구 통계
계열	Machine learning	Process / pipeline
기원 연도	1951	1958
창시자	Robbins, H. & Monro, S.	David Roxbee Cox
유형	First-order iterative optimization algorithm	Method
원전	Robbins, H. & Monro, S. (1951). A Stochastic Approximation Method. The Annals of Mathematical Statistics, 22(3), 400–407.	Cox, D. R. (1958). The regression analysis of binary sequences. Journal of the Royal Statistical Society, Series B, 20(2), 215–242.
별칭	SGD, online gradient descent, incremental gradient descent, mini-batch gradient descent	logit model, binomial logistic regression, LR
관련	3	3
요약	Stochastic Gradient Descent (SGD) is a first-order iterative optimization algorithm, rooted in the stochastic approximation framework introduced by Robbins and Monro in 1951, that minimizes an objective function by updating model parameters using the gradient computed on a single randomly selected training example (or a small mini-batch) at each step. It is the core optimization engine behind modern machine learning and deep learning, enabling the training of models on datasets too large to fit in memory.	Logistic regression is a statistical method for modeling the probability of a binary outcome (disease present/absent, success/failure) as a function of continuous and categorical predictors. Developed by David Roxbee Cox (1958), it solves the problem of predicting categorical outcomes by applying a logistic transformation to constrain predictions to the [0,1] probability interval, enabling accurate risk stratification, diagnostic prediction, and causal inference in epidemiology, medicine, and social science.