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@@ -47,37 +47,39 @@ $$ \cfrac{\partial E_{\hat{w}}}{\partial \hat{w}}=2\mathbf{X}^T(\mathbf{X}\hat{w
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## 3.27
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## 3.27
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-$$ l(β)=\sum_{i=1}^{m}(-y_iβ^T\hat{\boldsymbol x_i}+\ln(1+e^{β^T\hat{\boldsymbol x_i}})) $$
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+$$ l(\beta)=\sum_{i=1}^{m}(-y_i\beta^T\hat{\boldsymbol x}_i+\ln(1+e^{\beta^T\hat{\boldsymbol x}_i})) $$
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[推导]:将式(3.26)代入式(3.25)可得:
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[推导]:将式(3.26)代入式(3.25)可得:
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-$$ l(β,b)=\sum_{i=1}^{m}\ln(y_ip_1(\boldsymbol{\hat{x_i}};β)+(1-y_i)p_0(\boldsymbol{\hat{x_i}};β)) $$
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-其中$ p_1(\boldsymbol{\hat{x_i}};β)=\cfrac{e^{β^T\hat{\boldsymbol x_i}}}{1+e^{β^T\hat{\boldsymbol x_i}}},p_0(\boldsymbol{\hat{x_i}};β)=\cfrac{1}{1+e^{β^T\hat{\boldsymbol x_i}}} $,代入上式可得:
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-$$ l(β,b)=\sum_{i=1}^{m}\ln(\cfrac{y_ie^{β^T\hat{\boldsymbol x_i}}+1-y_i}{1+e^{β^T\hat{\boldsymbol x_i}}}) $$
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-$$ l(β,b)=\sum_{i=1}^{m}(\ln(y_ie^{β^T\hat{\boldsymbol x_i}}+1-y_i)-\ln(1+e^{β^T\hat{\boldsymbol x_i}})) $$
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-又$ y_i $=0或1,则:
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-$$ l(β,b) =
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+$$ l(\beta)=\sum_{i=1}^{m}\ln\left(y_ip_1(\hat{\boldsymbol x}_i;\beta)+(1-y_i)p_0(\hat{\boldsymbol x}_i;\beta)\right) $$
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+其中$ p_1(\hat{\boldsymbol x}_i;\beta)=\cfrac{e^{\beta^T\hat{\boldsymbol x}_i}}{1+e^{\beta^T\hat{\boldsymbol x}_i}},p_0(\hat{\boldsymbol x}_i;\beta)=\cfrac{1}{1+e^{\beta^T\hat{\boldsymbol x}_i}} $,代入上式可得:
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+$$\begin{aligned}
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+l(\beta)&=\sum_{i=1}^{m}\ln\left(\cfrac{y_ie^{\beta^T\hat{\boldsymbol x}_i}+1-y_i}{1+e^{\beta^T\hat{\boldsymbol x}_i}}\right) \\
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+&=\sum_{i=1}^{m}(\ln\left(y_ie^{\beta^T\hat{\boldsymbol x}_i}+1-y_i)-\ln(1+e^{\beta^T\hat{\boldsymbol x}_i})\right)
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+\end{aligned}$$
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+由于$ y_i $=0或1,则:
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+$$ l(\beta) =
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\begin{cases}
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\begin{cases}
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-\sum_{i=1}^{m}(-\ln(1+e^{β^T\hat{\boldsymbol x_i}})), & y_i=0 \\
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-\sum_{i=1}^{m}(β^T\hat{\boldsymbol x_i}-\ln(1+e^{β^T\hat{\boldsymbol x_i}})), & y_i=1
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+\sum_{i=1}^{m}(-\ln(1+e^{\beta^T\hat{\boldsymbol x}_i})), & y_i=0 \\
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+\sum_{i=1}^{m}(\beta^T\hat{\boldsymbol x}_i-\ln(1+e^{\beta^T\hat{\boldsymbol x}_i})), & y_i=1
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\end{cases} $$
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\end{cases} $$
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两式综合可得:
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两式综合可得:
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-$$ l(β)=\sum_{i=1}^{m}(y_iβ^T\hat{\boldsymbol x_i}-\ln(1+e^{β^T\hat{\boldsymbol x_i}})) $$
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+$$ l(\beta)=\sum_{i=1}^{m}\left(y_i\beta^T\hat{\boldsymbol x}_i-\ln(1+e^{\beta^T\hat{\boldsymbol x}_i})\right) $$
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由于此式仍为极大似然估计的似然函数,所以最大化似然函数等价于最小化似然函数的相反数,也即在似然函数前添加负号即可得式(3.27)。
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由于此式仍为极大似然估计的似然函数,所以最大化似然函数等价于最小化似然函数的相反数,也即在似然函数前添加负号即可得式(3.27)。
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-【注】:若式(3.26)中的似然项改写方式为$ p(y_i|\boldsymbol x_i;\boldsymbol w,b)=[p_1(\boldsymbol{\hat{x_i}};β)]^{y_i}[p_0(\boldsymbol{\hat{x_i}};β)]^{1-y_i} $,再将其代入式(3.25)可得:
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-$$ l(β)=\sum_{i=1}^{m}(y_i\ln(p_1(\boldsymbol{\hat{x_i}};β))+(1-y_i)\ln(p_0(\boldsymbol{\hat{x_i}};β))) $$
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+【注】:若式(3.26)中的似然项改写方式为$ p(y_i|\boldsymbol x_i;\boldsymbol w,b)=[p_1(\hat{\boldsymbol x}_i;\beta)]^{y_i}[p_0(\hat{\boldsymbol x}_i;\beta)]^{1-y_i} $,再将其代入式(3.25)可得:
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+$$ l(\beta)=\sum_{i=1}^{m}\left(y_i\ln(p_1(\hat{\boldsymbol x}_i;\beta))+(1-y_i)\ln(p_0(\hat{\boldsymbol x}_i;\beta))\right) $$
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此式显然更易推导出式(3.27)
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此式显然更易推导出式(3.27)
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## 3.30
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## 3.30
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-$$\frac{\partial l(β)}{\partial β}=-\sum_{i=1}^{m}\hat{\boldsymbol x_i}(y_i-p_1(\hat{\boldsymbol x_i};β))$$
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+$$\frac{\partial l(\beta)}{\partial \beta}=-\sum_{i=1}^{m}\hat{\boldsymbol x}_i(y_i-p_1(\hat{\boldsymbol x}_i;\beta))$$
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-[解析]:此式可以进行向量化,令$p_1(\hat{\boldsymbol x_i};β)=\hat{y_i}$,代入上式得:
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+[解析]:此式可以进行向量化,令$p_1(\hat{\boldsymbol x}_i;\beta)=\hat{y}_i$,代入上式得:
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$$\begin{aligned}
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$$\begin{aligned}
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- \frac{\partial l(β)}{\partial β} &= -\sum_{i=1}^{m}\hat{\boldsymbol x_i}(y_i-\hat{y_i}) \\
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- & =\sum_{i=1}^{m}\hat{\boldsymbol x_i}(\hat{y_i}-y_i) \\
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+ \frac{\partial l(\beta)}{\partial \beta} &= -\sum_{i=1}^{m}\hat{\boldsymbol x}_i(y_i-\hat{y}_i) \\
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+ & =\sum_{i=1}^{m}\hat{\boldsymbol x}_i(\hat{y}_i-y_i) \\
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& ={\boldsymbol X^T}(\hat{\boldsymbol y}-\boldsymbol{y}) \\
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& ={\boldsymbol X^T}(\hat{\boldsymbol y}-\boldsymbol{y}) \\
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- & ={\boldsymbol X^T}(p_1(\boldsymbol X;β)-\boldsymbol{y}) \\
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+ & ={\boldsymbol X^T}(p_1(\boldsymbol X;\beta)-\boldsymbol{y}) \\
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\end{aligned}$$
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\end{aligned}$$
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## 3.32
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## 3.32
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