KrisLibrary
1.0.0
|
Models the probability of a boolean outcome using a logit. More...
#include <LogisticModel.h>
Public Member Functions | |
Real | Evaluate (const Vector &x) const |
Real | EvaluateExpectation (const Vector &x, int numSamples=20) const |
Real | EvaluateVariance (const Vector &x, int numSamples=20) const |
void | MaximumLikelihood (const std::vector< Vector > &x, const std::vector< bool > &v, int numIters, Real tol) |
Public Attributes | |
Vector | coeffs |
Matrix | covariance |
Models the probability of a boolean outcome using a logit.
The function gives p(x)=e^v/(1+e^v), where v = coeffs^t*x The data must contain a constant term in position n. This requirement may be relaxed in future versions