On Logistic Regression: Gradients of the Log Loss, Multi ...
On Logistic Regression: Gradients of the Log Loss, Multi-Class Classification, and Other Optimization Techniques
Karl Stratos June 20, 2018
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Recall: Logistic Regression
Task. Given input x Rd, predict either 1 or 0 (on or off).
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Recall: Logistic Regression
Task. Given input x Rd, predict either 1 or 0 (on or off). Model. The probability of on is parameterized by w Rd as a dot product squashed under the sigmoid/logistic function : R [0, 1].
1 p (1|x, w) := (w ? x) :=
1 + exp(-w ? x)
2 / 22
Recall: Logistic Regression
Task. Given input x Rd, predict either 1 or 0 (on or off). Model. The probability of on is parameterized by w Rd as a dot product squashed under the sigmoid/logistic function : R [0, 1].
1 p (1|x, w) := (w ? x) :=
1 + exp(-w ? x) The probability of off is
p (0|x, w) = 1 - (w ? x) = (-w ? x)
2 / 22
Recall: Logistic Regression
Task. Given input x Rd, predict either 1 or 0 (on or off).
Model. The probability of on is parameterized by w Rd as a dot product squashed under the sigmoid/logistic function : R [0, 1].
1 p (1|x, w) := (w ? x) :=
1 + exp(-w ? x)
The probability of off is p (0|x, w) = 1 - (w ? x) = (-w ? x)
Today's focus: 1. Optimizing the log loss by gradient descent 2. Multi-class classification to handle more than two classes 3. More on optimization: Newton, stochastic gradient descent
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