How to show that log likelihood function in logistic regression is concave? [closed]
Clash Royale CLAN TAG#URR8PPP
up vote
0
down vote
favorite
I know of a proof for this which involves finding matrix of second derivatives (Hessian) for the given expression and proving that it is negative semi definite. But that is quite sophisticated for my use. I need to prove it using the fact that the sum of concave functions is a concave function (or another easier method). How do I go about it?
Formula of logistic regression for reference
Useful link- https://homes.cs.washington.edu/~marcotcr/blog/concavity/
calculus optimization machine-learning logistic-regression
asked Sep 5 at 5:37
John Doe
1
closed as off-topic by Henrik, Jendrik Stelzner, Delta-u, José Carlos Santos, Gibbs Sep 6 at 19:15
This question appears to be off-topic. The users who voted to close gave this specific reason:
- "This question is missing context or other details: Please improve the question by providing additional context, which ideally includes your thoughts on the problem and any attempts you have made to solve it. This information helps others identify where you have difficulties and helps them write answers appropriate to your experience level." РHenrik, Jendrik Stelzner, Delta-u, Jos̩ Carlos Santos, Gibbs
add a comment |Â
up vote
0
down vote
favorite
I know of a proof for this which involves finding matrix of second derivatives (Hessian) for the given expression and proving that it is negative semi definite. But that is quite sophisticated for my use. I need to prove it using the fact that the sum of concave functions is a concave function (or another easier method). How do I go about it?
Formula of logistic regression for reference
Useful link- https://homes.cs.washington.edu/~marcotcr/blog/concavity/
calculus optimization machine-learning logistic-regression
asked Sep 5 at 5:37
John Doe
1
closed as off-topic by Henrik, Jendrik Stelzner, Delta-u, José Carlos Santos, Gibbs Sep 6 at 19:15
This question appears to be off-topic. The users who voted to close gave this specific reason:
- "This question is missing context or other details: Please improve the question by providing additional context, which ideally includes your thoughts on the problem and any attempts you have made to solve it. This information helps others identify where you have difficulties and helps them write answers appropriate to your experience level." РHenrik, Jendrik Stelzner, Delta-u, Jos̩ Carlos Santos, Gibbs
add a comment |Â
up vote
0
down vote
favorite
up vote
0
down vote
favorite
I know of a proof for this which involves finding matrix of second derivatives (Hessian) for the given expression and proving that it is negative semi definite. But that is quite sophisticated for my use. I need to prove it using the fact that the sum of concave functions is a concave function (or another easier method). How do I go about it?
Formula of logistic regression for reference
Useful link- https://homes.cs.washington.edu/~marcotcr/blog/concavity/
calculus optimization machine-learning logistic-regression
asked Sep 5 at 5:37
John Doe
1
I know of a proof for this which involves finding matrix of second derivatives (Hessian) for the given expression and proving that it is negative semi definite. But that is quite sophisticated for my use. I need to prove it using the fact that the sum of concave functions is a concave function (or another easier method). How do I go about it?
Formula of logistic regression for reference
Useful link- https://homes.cs.washington.edu/~marcotcr/blog/concavity/
calculus optimization machine-learning logistic-regression
calculus optimization machine-learning logistic-regression
asked Sep 5 at 5:37
John Doe
1
asked Sep 5 at 5:37
John Doe
1
asked Sep 5 at 5:37
John Doe
1
asked Sep 5 at 5:37
John Doe
1
asked Sep 5 at 5:37
John Doe
1
1
closed as off-topic by Henrik, Jendrik Stelzner, Delta-u, José Carlos Santos, Gibbs Sep 6 at 19:15
This question appears to be off-topic. The users who voted to close gave this specific reason:
- "This question is missing context or other details: Please improve the question by providing additional context, which ideally includes your thoughts on the problem and any attempts you have made to solve it. This information helps others identify where you have difficulties and helps them write answers appropriate to your experience level." РHenrik, Jendrik Stelzner, Delta-u, Jos̩ Carlos Santos, Gibbs
closed as off-topic by Henrik, Jendrik Stelzner, Delta-u, José Carlos Santos, Gibbs Sep 6 at 19:15
This question appears to be off-topic. The users who voted to close gave this specific reason:
- "This question is missing context or other details: Please improve the question by providing additional context, which ideally includes your thoughts on the problem and any attempts you have made to solve it. This information helps others identify where you have difficulties and helps them write answers appropriate to your experience level." РHenrik, Jendrik Stelzner, Delta-u, Jos̩ Carlos Santos, Gibbs
add a comment |Â
add a comment |Â
1 Answer
1
active
oldest
votes
up vote
1
down vote
Everything you have in sight there are linear (affine) functions, their sums and composition with the function $s(x)=log(1+e^x)$. So all you need to show is that $s$ is convex, which is a simple exercise in one variable.
answered Sep 5 at 11:37
Michal Adamaszek
1,73948
add a comment |Â
1 Answer
1
active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
up vote
1
down vote
Everything you have in sight there are linear (affine) functions, their sums and composition with the function $s(x)=log(1+e^x)$. So all you need to show is that $s$ is convex, which is a simple exercise in one variable.
answered Sep 5 at 11:37
Michal Adamaszek
1,73948
add a comment |Â
up vote
1
down vote
Everything you have in sight there are linear (affine) functions, their sums and composition with the function $s(x)=log(1+e^x)$. So all you need to show is that $s$ is convex, which is a simple exercise in one variable.
answered Sep 5 at 11:37
Michal Adamaszek
1,73948
add a comment |Â
up vote
1
down vote
up vote
1
down vote
Everything you have in sight there are linear (affine) functions, their sums and composition with the function $s(x)=log(1+e^x)$. So all you need to show is that $s$ is convex, which is a simple exercise in one variable.
answered Sep 5 at 11:37
Michal Adamaszek
1,73948
Everything you have in sight there are linear (affine) functions, their sums and composition with the function $s(x)=log(1+e^x)$. So all you need to show is that $s$ is convex, which is a simple exercise in one variable.
answered Sep 5 at 11:37
Michal Adamaszek
1,73948
answered Sep 5 at 11:37
Michal Adamaszek
1,73948
answered Sep 5 at 11:37
Michal Adamaszek
1,73948
answered Sep 5 at 11:37
Michal Adamaszek
1,73948
1,73948
add a comment |Â
add a comment |Â
