Logistic回归
模型
logistic 分布
F ( x ) = P ( X ⩽ x ) = 1 1 + e − ( x − μ ) / γ f ( x ) = F ′ ( x ) = e − ( x − μ ) / γ γ ( 1 + e − ( x − μ ) / γ ) 2 F(x) = P(\mathrm{X} \leqslant x) = \dfrac{1}{1 + e^{-(x-\mu)/\gamma}} \\[6pt] f(x) = F'(x) = \dfrac{e^{-(x-\mu)/\gamma}}{\gamma(1 + e^{-(x-\mu)/\gamma})^2} F(x)=P(X⩽x)=1+e−(x−μ)/γ1f(x)=F′(x)=γ(1+e−(x−μ)/γ)2e−(x−μ)/γ
二项 logistic 回归模型
P ( Y = 1 ∣ x ) = exp ( w ⋅ x + b ) 1 + exp ( w ⋅ x + b ) P ( Y = 0 ∣ x ) = 1 1 + exp ( w ⋅ x + b ) 其中 x ∈ R n , Y ∈ { 0 , 1 } , w ∈ R n , b ∈ R P(Y=1|x) = \dfrac{\exp(w \cdot x + b)}{1 + \exp(w \cdot x + b)} \\[6pt] P(Y=0|x) = \dfrac{1}{1 + \exp(w \cdot x + b)} \\[6pt] \text{其中} \ x \in \mathbb{R}^n \ , \ Y \in \{ 0, \ 1 \} \ , w \in \mathbb{R}^n \ , \ b \in \mathbb{R} P(Y=1∣x)=1+exp(w⋅x+b)exp(w⋅x+b)P(Y=0∣x)=1+exp(w⋅x+b)1