Math Problem Statement

Logistic regression.pdf

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Evaluate the vectorized gradient of the cost function for the logistic model: g(-2+0.5X),  function, where feature vector X=[1,2,3], and label Y=[0, 1,1], b0?

Solution

To evaluate the vectorized gradient of the cost function for the logistic model g(2+0.5X)g(-2 + 0.5X), we will follow these steps:

  1. Define the logistic model and its components.
  2. Compute the cost function.
  3. Calculate the gradient.

Given:

  • Feature vector X=[1,2,3]\mathbf{X} = [1, 2, 3]
  • Label vector Y=[0,1,1]\mathbf{Y} = [0, 1, 1]
  • Parameters: β0=2\beta_0 = -2 and β1=0.5\beta_1 = 0.5

Step-by-Step Solution:

  1. Logistic Function:

    The logistic (sigmoid) function is defined as: g(z)=11+ezg(z) = \frac{1}{1 + e^{-z}}

  2. Model Prediction:

    For a given input vector X\mathbf{X}, the model output is: z=β0+β1Xz = \beta_0 + \beta_1 \mathbf{X} Plugging in the values: [ z = -2 + 0.5 \times \mathbf{X} = -2 + 0.5 \times [1, 2, 3] = [-1.5, -1, -0.5] ]

    The logistic function applied to zz: [ g(z) = \frac{1}{1 + e^{-z}} = \left[\frac{1}{1 + e^{1.5}}, \frac{1}{1 + e^{1}}, \frac{1}{1 + e^{0.5}}\right] \approx [0.1824, 0.2689, 0.3775] ]

  3. Cost Function:

    The cost function for logistic regression (log-loss function) is: J(β)=1mi=1m[yilog(hβ(xi))+(1yi)log(1hβ(xi))]J(\beta) = -\frac{1}{m} \sum_{i=1}^{m} \left[ y_i \log(h_{\beta}(x_i)) + (1 - y_i) \log(1 - h_{\beta}(x_i)) \right] Where hβ(xi)h_{\beta}(x_i) is the logistic function output for each sample.

    Let's denote:

    • h=g(z)\mathbf{h} = g(z)

    Compute the cost: J(β)=13[0log(0.1824)+(10)log(10.1824)+1log(0.2689)+(11)log(10.2689)+1log(0.3775)+(11)log(10.3775)]J(\beta) = -\frac{1}{3} \left[ 0 \log(0.1824) + (1-0) \log(1-0.1824) + 1 \log(0.2689) + (1-1) \log(1-0.2689) + 1 \log(0.3775) + (1-1) \log(1-0.3775) \right]

    Simplifying, since log(1yi)\log(1-y_i) terms cancel out for yi=1y_i = 1: J(β)=13[log(0.8176)+log(0.2689)+log(0.3775)]J(\beta) = -\frac{1}{3} \left[ \log(0.8176) + \log(0.2689) + \log(0.3775) \right]

  4. Gradient of the Cost Function:

    The gradient of the cost function with respect to β\beta is: J(β)=1mXT(hy)\nabla J(\beta) = \frac{1}{m} \mathbf{X}^T (\mathbf{h} - \mathbf{y})

    Compute the difference: [ \mathbf{h} - \mathbf{y} = [0.1824, 0.2689, 0.3775] - [0, 1, 1] = [0.1824, -0.7311, -0.6225] ]

    Compute the gradient: J(β)=13XT[0.1824,0.7311,0.6225]\nabla J(\beta) = \frac{1}{3} \mathbf{X}^T [0.1824, -0.7311, -0.6225]

    Since X=[1,2,3]\mathbf{X} = [1, 2, 3]: [ \nabla J(\beta) = \frac{1}{3} [1, 2, 3]^T [0.1824, -0.7311, -0.6225] ]

    Finally, the gradient is: [ \nabla J(\beta) = \frac{1}{3} \left[1 \times 0.1824 + 2 \times -0.7311 + 3 \times -0.6225\right] = \frac{1}{3} \left[0.1824 - 1.4622 - 1.8675\right] = \frac{1}{3} \left[-3.1473\right] \approx -1.0491 ]

Summary:

The vectorized gradient of the cost function for the logistic model is approximately 1.0491-1.0491.

Would you like more details on any of these steps or have any other questions? Here are some related questions to expand on this topic:

  1. How do you interpret the gradient in logistic regression?
  2. What are some common optimization algorithms used to minimize the cost function in logistic regression?
  3. Can you explain how regularization affects the gradient in logistic regression?
  4. What is the role of the learning rate in gradient descent?
  5. How can one handle multi-class classification problems using logistic regression?

Tip: When implementing logistic regression, always ensure that feature scaling is applied to the input data to improve the convergence of the gradient descent algorithm.

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Math Problem Analysis

Mathematical Concepts

Logistic Regression
Cost Function
Gradient Descent
Sigmoid Function

Formulas

Sigmoid function: g(z) = 1 / (1 + e^(-z))
Gradient of cost function: ∇J(β) = (1/m) X^T (h - y)
Cost function: J(β) = -(1/m) Σ[y log(h) + (1 - y) log(1 - h)]

Theorems

Maximum Likelihood Estimation

Suitable Grade Level

Undergraduate Level