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2 Answers

1 1 vote

Yes, the labels

{1,…,K} can be treated as integers and a regression model can be fitted.

 However, this is not recommended 

because regression imposes an artificial ordinal and metric structure on class labels and minimizes squared error, which is inappropriate for categorical outputs. This leads to incorrect loss behavior, poor decision boundaries, and lack of probabilistic interpretation.

 Therefore, classification-specific models are preferred.

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