It looks like there could be a problem with your objective function.
If the labels (C
) are in {0,1}
, then you should be using the loss C.*LLR(X*theta')+(1-C).*(LLR(X*theta')+X*theta')
If your labels are in {-1,1}
, then the loss should be LLR(C.*X*theta')
.
You seem to be using only the first part of the first type of loss function.