Professional Documents
Culture Documents
Supervised Learning Live Lecture Notes CS229
Supervised Learning Live Lecture Notes CS229
Exponential Family
Generalized Linear Models
Soft max Regression
Multiclass Classification
Logistic Regression
96 I 270
z
g z O Z CO
ho n hole Ota
pox g
0 it 0 a ye hold nj
T
different
ye hold
O algorithm got it right
11 1 I if wrong yo I
I
if wrong y O
Eno
o
o or an
n Ot autre
On t
t.IT
Exponential Families
PD F
p ly i n b y exp
qt Tcg acn
data
y
1 natural parameter
T ly sufficient statistic
y today
b Base measure
y
acn log partition function
ply n bly
exp Etsy
scalar
y
vector scalar
n
T k
y
b y scalar
T Ey Ts
bly 1
y Tcg
2 1091,4 4 n
sigmoid
ply m exp 19 5
e 9
H exp my m
it
bly exp 42
Ty y
ne m
acn ME Ez
Properties natural parameter
Ely 2
Zach
Var lyin acn
Ig
GLM
Assumptions Design Choices
1 y n O Exponential family
Real Gaussian
Binary Bernoulli
Count Poisson
Rt Gamma Exponential
Dist Beta Dirichlet
4 U OTR n Ird
Rd Oe
Test time Output Ely n o
hole Ely ago
LinearModel
Elgin
offs thing
x
Ely Ota
ho a Cest
ota
my log ply Gram
q g pi
n link th
gin Inam
3 parametrizations
Model parameters Natural param
O Ote y 4 Bernoulli
T g 9 pyo Gaussian
x Poisson
Design 1
learning g
g
Logistic Regression
holn E Lyla 03 9 Hn For
Assumptions
Regression Assumption
distributed as
y forany n
gaussian
y R
w mean
pOTR
Ote n p
Data
KEY
i
Edo
Classification
X X X X X X X X
Ltd
tiger
Soft Max Regression
Member
of GLM family
Cross Entropy Minimization
Multiclass Classification
a E Ird
Label YE O I CO O 1,0 one hot vector
eg
d
class E IR
class E D O D
if't
I
Softmax regression generalization of logistic regression
07 0
In 0
Given K
XM
logtspace
I If
gag PG ply
I th
th
8
log p yo
e.gg E
ie 0,0 o
p
Gradient descent