Softmax Regression
From Ufldl
(→Mathematical form) |
(→Mathematical form) |
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\begin{align} | \begin{align} | ||
\frac{\partial \ell(\theta)}{\partial \theta_k} &= \frac{\partial}{\partial \theta_k} \theta^T_{y^{(i)}} x^{(i)} - \ln \sum_{j=1}^{n}{e^{ \theta_j^T x^{(i)} }} \\ | \frac{\partial \ell(\theta)}{\partial \theta_k} &= \frac{\partial}{\partial \theta_k} \theta^T_{y^{(i)}} x^{(i)} - \ln \sum_{j=1}^{n}{e^{ \theta_j^T x^{(i)} }} \\ | ||
| - | &= I_{ \{ y^{(i)} = k\} } x^{(i)} - \frac{1}{ \sum_{j=1}^{n}{e^{ \theta_j^T x^{(i)} }} } e^{ \theta_k^T x^{(i)} } \qquad \text{(where } I_{ \{ y^{(i)} = k\} } \text{is 1 when } y^{(i)} = k \text{ and 0 otherwise) } \\ | + | |
| - | &= I_{ \{ y^{(i)} = k\} } | + | &= I_{ \{ y^{(i)} = k\} } x^{(i)} - \frac{1}{ \sum_{j=1}^{n}{e^{ \theta_j^T x^{(i)} }} } |
| + | \cdot | ||
| + | e^{ \theta_k^T x^{(i)} } | ||
| + | \cdot | ||
| + | x^{(i)} | ||
| + | \qquad \text{(where } I_{ \{ y^{(i)} = k\} } \text{is 1 when } y^{(i)} = k \text{ and 0 otherwise) } \\ | ||
| + | |||
| + | &= x^{(i)} ( I_{ \{ y^{(i)} = k\} } - P(y^{(i)} = k | x^{(i)}) ) | ||
\end{align} | \end{align} | ||
</math> | </math> | ||
