logistic regression:
解决二分类问题,<阈值为0,>=阈值为1 决策边界:边界内外/边界左右为0和1 Model : f(x) = wx + b
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\frac{1}{1+e^{-(wx+b)}}
1+e−(wx+b)1 平方差作为成本,会有很多极小值 loss function:
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L(f(x^i),y^i)=-log(f(x^i))
L(f(xi),yi)=−log(f(xi))
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-(1-log(f(x^i)))
−(1−log(f(xi)))
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L(f(x^i),y^i)=-y^ilog(f(x^i))-(1-y^i)log(1-f(x^i))
L(f(xi),yi)=−yilog(f(xi))−(1−yi)log(1−f(xi)) cost function: J(w, b) =
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\frac{1}{m}[ \sum_{i=1}^{m} L(f(x^i),y^i)]
m1[∑i=1mL(f(xi),yi)] w = w - α
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\frac{ə}{əw}
əwəJ(w,b) b = b - α
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\frac{ə}{əb}
əbəJ(w,b) 正则化防止过拟合: 正则化:保留原有功能信息,但防止功能产生过大影响 λ:正则化参数 J(w, b) =
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\frac{1}{m}[ \sum_{i=1}^{m} L(f(x^i),y^i)]+\frac{λ}{2m}[ \sum_{i=1}^{m} (w_{j})^2]
m1[∑i=1mL(f(xi),yi)]+2mλ[∑i=1m(wj)2] 将每个w都“惩罚”一点,防止数值过大
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