西瓜书读书笔记3-对数几率回归(logistic回归)公式推导-白红宇

西瓜书读书笔记3-对数几率回归(logistic回归)公式推导

阅读量：226 次

发布时间：2019-03-01

本文共 839 字，大约阅读时间需要 2 分钟。

?????????????

1. ??????

???????Generalized Linear Model, GLM?????????????????????????????????????????????GLM????????

??????????????????????

?????????????????????????

?????????????????????????????????????????

GLM?????????????????????????????????

2. ??????

???????Logistic Regression???????????????????????????????????????????????????????????

?????????????????????????????????

???????????????????????????

1. ???????????????

?????????????[ \log(\pi_{y=1}X) = \beta_0 + \beta_1X_1 + \beta_2X_2 + \ldots + \beta_kX_k ]???(\pi_{y=1})?????????(X_1, X_2, \ldots, X_k)?????

2. ????????

????????[ \mathcal{L}(\beta) = \sum_{i=1}^n [\ln(\pi_{y_i=1}X_i) + \ln(\pi_{y_i=0}X_i)] ]???(\beta)??????????????????????

3. ???????????

?????????????????????????(\hat{\beta})??????????????

3. ???????????

?????????????????????????????????????????????????????????

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