逻辑斯蒂回归模型定义
二项逻辑斯蒂回归模型是如下条件的概率分布:
P ( Y = 1 ∣ x ) = e w ⋅ x + b 1 + e w ⋅ x + b P(Y=1|x)=\frac{e^{w\cdot x+b}}{1+e^{w\cdot x+b}} P(Y=1∣x)=1+ew⋅x+bew⋅x+b
P ( Y = 0 ∣ x ) = 1 1 + e w ⋅ x + b P(Y=0|x)=\frac{1}{1+e^{w\cdot x+b}} P(Y=0∣x)=1+ew⋅x+b1
记 w ^ \widehat{w} w 为(w;b),记 x ^ \widehat{x} x 为(x,1)上述两式可写成:
P ( Y = 1 ∣ x ) = e w ^ ⋅ x ^ 1 + e w ^ ⋅ x ^ P(Y=1|x)=\frac{e^{\widehat{w}\cdot \widehat{x}}}{1+e^{\widehat{w}\cdot \widehat{x}}} P(Y=1∣x)=1+ew ⋅x ew ⋅x