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 , we will follow these steps:
- Define the logistic model and its components.
- Compute the cost function.
- Calculate the gradient.
Given:
- Feature vector
- Label vector
- Parameters: and
Step-by-Step Solution:
-
Logistic Function:
The logistic (sigmoid) function is defined as:
-
Model Prediction:
For a given input vector , the model output is: 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 : [ 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] ]
-
Cost Function:
The cost function for logistic regression (log-loss function) is: Where is the logistic function output for each sample.
Let's denote:
Compute the cost:
Simplifying, since terms cancel out for :
-
Gradient of the Cost Function:
The gradient of the cost function with respect to is:
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:
Since : [ \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 .
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:
- How do you interpret the gradient in logistic regression?
- What are some common optimization algorithms used to minimize the cost function in logistic regression?
- Can you explain how regularization affects the gradient in logistic regression?
- What is the role of the learning rate in gradient descent?
- 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
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