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fix point solution or approximation available? logistic regression?
The 2019 Stack Overflow Developer Survey Results Are InLogistic regression giving negative predictions?multiple classes logistic regression probabilityLogistic regression with arbitrary labelsLoss function for logistic regressionWhat do the parameters of a multinomial logistic regression correspond to?Logistic regression of large datasetThe derivative of logistic regressionLogistic regression with weighted variablesLogistic regression - Transposing formulasKolmogorov–Smirnov test in logistic regression
$begingroup$
please, is there a simple closed-form or approximation to the following fixed-point problem in $x$? $x$ is the value searched for. $m$, $g$ and $N$ are real parameters, all greater than 0,
beginequation
x=frac11+m g^-N x
endequation
any insights on properties of $x$ are very welcome! In particular, comments about how $x$ evolves towards convergence, in case we use a fixed point algorithm to find $x$, are welcome as well. This problem looks a bit like logistic regression, but I'm not sure about how to further relate the two. thanks!
real-analysis roots logistic-regression
$endgroup$
add a comment |
$begingroup$
please, is there a simple closed-form or approximation to the following fixed-point problem in $x$? $x$ is the value searched for. $m$, $g$ and $N$ are real parameters, all greater than 0,
beginequation
x=frac11+m g^-N x
endequation
any insights on properties of $x$ are very welcome! In particular, comments about how $x$ evolves towards convergence, in case we use a fixed point algorithm to find $x$, are welcome as well. This problem looks a bit like logistic regression, but I'm not sure about how to further relate the two. thanks!
real-analysis roots logistic-regression
$endgroup$
add a comment |
$begingroup$
please, is there a simple closed-form or approximation to the following fixed-point problem in $x$? $x$ is the value searched for. $m$, $g$ and $N$ are real parameters, all greater than 0,
beginequation
x=frac11+m g^-N x
endequation
any insights on properties of $x$ are very welcome! In particular, comments about how $x$ evolves towards convergence, in case we use a fixed point algorithm to find $x$, are welcome as well. This problem looks a bit like logistic regression, but I'm not sure about how to further relate the two. thanks!
real-analysis roots logistic-regression
$endgroup$
please, is there a simple closed-form or approximation to the following fixed-point problem in $x$? $x$ is the value searched for. $m$, $g$ and $N$ are real parameters, all greater than 0,
beginequation
x=frac11+m g^-N x
endequation
any insights on properties of $x$ are very welcome! In particular, comments about how $x$ evolves towards convergence, in case we use a fixed point algorithm to find $x$, are welcome as well. This problem looks a bit like logistic regression, but I'm not sure about how to further relate the two. thanks!
real-analysis roots logistic-regression
real-analysis roots logistic-regression
edited Dec 20 '18 at 13:12
Daniel S.
asked Dec 20 '18 at 11:23
Daniel S.Daniel S.
396
396
add a comment |
add a comment |
1 Answer
1
active
oldest
votes
$begingroup$
I am afraid that there is no closed form of the solution.
Without any information about $x$, let us consider the function
$$f(x)=x left(1+m g^-n xright)-1$$ What we have is $f(0)=-1$ and $f(1)=m g^-n >0$.
We also have to notice that
$$f(0)=-1 qquad f'(0)=1+m qquad f''(0)=-2, m, n log (g)$$ So, if $g>1$, $f(0) times f''(0) >0$ and by Darboux theorem , starting with $x_0=0$, Newton method would converge without any overshoot of the solution. As a first iterate, Newton method will give $x_1=frac11+m$ and just continue until convergence using
$$x_k+1=fracg^n x_k-m n x_k^2 log (g)g^n x_k-m n x_k log (g)+m$$
Edit
Assuming that $x$ could be small, we could try to write
$$y=x left(1+m g^-n xright)$$ Expand as a Taylor series built at $x=0$ to get
$$y=(m+1) x-a m x^2+fraca^2 m2 x^3 +Oleft(x^4right)$$ where $a=n log(g)$ and use series reversion to get
$$x=fracym+1+fraca m (m+1)^3y^2+fraca^2m left(3 m-1right)2
(m+1)^5y^3+Oleft(y^4right)$$ and set $y=1$ to get
$$xsimeqfrac1m+1+fraca m (m+1)^3+fraca^2m left(3 m-1right)2
(m+1)^5$$
Edit
Let $t=frac 1m+1$ and get
$$x=t+a t^2+fraca (3 a-2)2! t^3+fraca^2 (16 a-21)3! t^4+fraca^2(125 a^2-244 a+48 )4! t^5+fraca^3 left(1296 a^2-3355 a+1500right) 5! t^6+Oleft(t^7right)$$
$endgroup$
$begingroup$
thanks a lot, @ClaudeLeibovici Please, do you have a reference to Darboux-Fourier theorem? Also, does your solution possibly lead to an approximation of the root?
$endgroup$
– Daniel S.
Dec 20 '18 at 15:20
$begingroup$
@DanielS. Here is a link numdam.org/article/NAM_1869_2_8__17_0.pdf
$endgroup$
– Claude Leibovici
Dec 20 '18 at 15:38
$begingroup$
thanks a lot for the reference! so, $x_1$, $x_2$, and so on will be refined approximations of the root, right? maybe closed-form expressions for those quantities are good approximations for the root?
$endgroup$
– Daniel S.
Dec 20 '18 at 16:35
$begingroup$
thanks again, @ClaudeLeibovici
$endgroup$
– Daniel S.
Dec 21 '18 at 11:25
$begingroup$
@DanielS. Let me know how my last stuff works for approximation (run a few cases). Thanks & cheers. :-)
$endgroup$
– Claude Leibovici
Dec 21 '18 at 11:27
|
show 1 more comment
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votes
$begingroup$
I am afraid that there is no closed form of the solution.
Without any information about $x$, let us consider the function
$$f(x)=x left(1+m g^-n xright)-1$$ What we have is $f(0)=-1$ and $f(1)=m g^-n >0$.
We also have to notice that
$$f(0)=-1 qquad f'(0)=1+m qquad f''(0)=-2, m, n log (g)$$ So, if $g>1$, $f(0) times f''(0) >0$ and by Darboux theorem , starting with $x_0=0$, Newton method would converge without any overshoot of the solution. As a first iterate, Newton method will give $x_1=frac11+m$ and just continue until convergence using
$$x_k+1=fracg^n x_k-m n x_k^2 log (g)g^n x_k-m n x_k log (g)+m$$
Edit
Assuming that $x$ could be small, we could try to write
$$y=x left(1+m g^-n xright)$$ Expand as a Taylor series built at $x=0$ to get
$$y=(m+1) x-a m x^2+fraca^2 m2 x^3 +Oleft(x^4right)$$ where $a=n log(g)$ and use series reversion to get
$$x=fracym+1+fraca m (m+1)^3y^2+fraca^2m left(3 m-1right)2
(m+1)^5y^3+Oleft(y^4right)$$ and set $y=1$ to get
$$xsimeqfrac1m+1+fraca m (m+1)^3+fraca^2m left(3 m-1right)2
(m+1)^5$$
Edit
Let $t=frac 1m+1$ and get
$$x=t+a t^2+fraca (3 a-2)2! t^3+fraca^2 (16 a-21)3! t^4+fraca^2(125 a^2-244 a+48 )4! t^5+fraca^3 left(1296 a^2-3355 a+1500right) 5! t^6+Oleft(t^7right)$$
$endgroup$
$begingroup$
thanks a lot, @ClaudeLeibovici Please, do you have a reference to Darboux-Fourier theorem? Also, does your solution possibly lead to an approximation of the root?
$endgroup$
– Daniel S.
Dec 20 '18 at 15:20
$begingroup$
@DanielS. Here is a link numdam.org/article/NAM_1869_2_8__17_0.pdf
$endgroup$
– Claude Leibovici
Dec 20 '18 at 15:38
$begingroup$
thanks a lot for the reference! so, $x_1$, $x_2$, and so on will be refined approximations of the root, right? maybe closed-form expressions for those quantities are good approximations for the root?
$endgroup$
– Daniel S.
Dec 20 '18 at 16:35
$begingroup$
thanks again, @ClaudeLeibovici
$endgroup$
– Daniel S.
Dec 21 '18 at 11:25
$begingroup$
@DanielS. Let me know how my last stuff works for approximation (run a few cases). Thanks & cheers. :-)
$endgroup$
– Claude Leibovici
Dec 21 '18 at 11:27
|
show 1 more comment
$begingroup$
I am afraid that there is no closed form of the solution.
Without any information about $x$, let us consider the function
$$f(x)=x left(1+m g^-n xright)-1$$ What we have is $f(0)=-1$ and $f(1)=m g^-n >0$.
We also have to notice that
$$f(0)=-1 qquad f'(0)=1+m qquad f''(0)=-2, m, n log (g)$$ So, if $g>1$, $f(0) times f''(0) >0$ and by Darboux theorem , starting with $x_0=0$, Newton method would converge without any overshoot of the solution. As a first iterate, Newton method will give $x_1=frac11+m$ and just continue until convergence using
$$x_k+1=fracg^n x_k-m n x_k^2 log (g)g^n x_k-m n x_k log (g)+m$$
Edit
Assuming that $x$ could be small, we could try to write
$$y=x left(1+m g^-n xright)$$ Expand as a Taylor series built at $x=0$ to get
$$y=(m+1) x-a m x^2+fraca^2 m2 x^3 +Oleft(x^4right)$$ where $a=n log(g)$ and use series reversion to get
$$x=fracym+1+fraca m (m+1)^3y^2+fraca^2m left(3 m-1right)2
(m+1)^5y^3+Oleft(y^4right)$$ and set $y=1$ to get
$$xsimeqfrac1m+1+fraca m (m+1)^3+fraca^2m left(3 m-1right)2
(m+1)^5$$
Edit
Let $t=frac 1m+1$ and get
$$x=t+a t^2+fraca (3 a-2)2! t^3+fraca^2 (16 a-21)3! t^4+fraca^2(125 a^2-244 a+48 )4! t^5+fraca^3 left(1296 a^2-3355 a+1500right) 5! t^6+Oleft(t^7right)$$
$endgroup$
$begingroup$
thanks a lot, @ClaudeLeibovici Please, do you have a reference to Darboux-Fourier theorem? Also, does your solution possibly lead to an approximation of the root?
$endgroup$
– Daniel S.
Dec 20 '18 at 15:20
$begingroup$
@DanielS. Here is a link numdam.org/article/NAM_1869_2_8__17_0.pdf
$endgroup$
– Claude Leibovici
Dec 20 '18 at 15:38
$begingroup$
thanks a lot for the reference! so, $x_1$, $x_2$, and so on will be refined approximations of the root, right? maybe closed-form expressions for those quantities are good approximations for the root?
$endgroup$
– Daniel S.
Dec 20 '18 at 16:35
$begingroup$
thanks again, @ClaudeLeibovici
$endgroup$
– Daniel S.
Dec 21 '18 at 11:25
$begingroup$
@DanielS. Let me know how my last stuff works for approximation (run a few cases). Thanks & cheers. :-)
$endgroup$
– Claude Leibovici
Dec 21 '18 at 11:27
|
show 1 more comment
$begingroup$
I am afraid that there is no closed form of the solution.
Without any information about $x$, let us consider the function
$$f(x)=x left(1+m g^-n xright)-1$$ What we have is $f(0)=-1$ and $f(1)=m g^-n >0$.
We also have to notice that
$$f(0)=-1 qquad f'(0)=1+m qquad f''(0)=-2, m, n log (g)$$ So, if $g>1$, $f(0) times f''(0) >0$ and by Darboux theorem , starting with $x_0=0$, Newton method would converge without any overshoot of the solution. As a first iterate, Newton method will give $x_1=frac11+m$ and just continue until convergence using
$$x_k+1=fracg^n x_k-m n x_k^2 log (g)g^n x_k-m n x_k log (g)+m$$
Edit
Assuming that $x$ could be small, we could try to write
$$y=x left(1+m g^-n xright)$$ Expand as a Taylor series built at $x=0$ to get
$$y=(m+1) x-a m x^2+fraca^2 m2 x^3 +Oleft(x^4right)$$ where $a=n log(g)$ and use series reversion to get
$$x=fracym+1+fraca m (m+1)^3y^2+fraca^2m left(3 m-1right)2
(m+1)^5y^3+Oleft(y^4right)$$ and set $y=1$ to get
$$xsimeqfrac1m+1+fraca m (m+1)^3+fraca^2m left(3 m-1right)2
(m+1)^5$$
Edit
Let $t=frac 1m+1$ and get
$$x=t+a t^2+fraca (3 a-2)2! t^3+fraca^2 (16 a-21)3! t^4+fraca^2(125 a^2-244 a+48 )4! t^5+fraca^3 left(1296 a^2-3355 a+1500right) 5! t^6+Oleft(t^7right)$$
$endgroup$
I am afraid that there is no closed form of the solution.
Without any information about $x$, let us consider the function
$$f(x)=x left(1+m g^-n xright)-1$$ What we have is $f(0)=-1$ and $f(1)=m g^-n >0$.
We also have to notice that
$$f(0)=-1 qquad f'(0)=1+m qquad f''(0)=-2, m, n log (g)$$ So, if $g>1$, $f(0) times f''(0) >0$ and by Darboux theorem , starting with $x_0=0$, Newton method would converge without any overshoot of the solution. As a first iterate, Newton method will give $x_1=frac11+m$ and just continue until convergence using
$$x_k+1=fracg^n x_k-m n x_k^2 log (g)g^n x_k-m n x_k log (g)+m$$
Edit
Assuming that $x$ could be small, we could try to write
$$y=x left(1+m g^-n xright)$$ Expand as a Taylor series built at $x=0$ to get
$$y=(m+1) x-a m x^2+fraca^2 m2 x^3 +Oleft(x^4right)$$ where $a=n log(g)$ and use series reversion to get
$$x=fracym+1+fraca m (m+1)^3y^2+fraca^2m left(3 m-1right)2
(m+1)^5y^3+Oleft(y^4right)$$ and set $y=1$ to get
$$xsimeqfrac1m+1+fraca m (m+1)^3+fraca^2m left(3 m-1right)2
(m+1)^5$$
Edit
Let $t=frac 1m+1$ and get
$$x=t+a t^2+fraca (3 a-2)2! t^3+fraca^2 (16 a-21)3! t^4+fraca^2(125 a^2-244 a+48 )4! t^5+fraca^3 left(1296 a^2-3355 a+1500right) 5! t^6+Oleft(t^7right)$$
edited Mar 23 at 4:31
answered Dec 20 '18 at 14:52
Claude LeiboviciClaude Leibovici
125k1158135
125k1158135
$begingroup$
thanks a lot, @ClaudeLeibovici Please, do you have a reference to Darboux-Fourier theorem? Also, does your solution possibly lead to an approximation of the root?
$endgroup$
– Daniel S.
Dec 20 '18 at 15:20
$begingroup$
@DanielS. Here is a link numdam.org/article/NAM_1869_2_8__17_0.pdf
$endgroup$
– Claude Leibovici
Dec 20 '18 at 15:38
$begingroup$
thanks a lot for the reference! so, $x_1$, $x_2$, and so on will be refined approximations of the root, right? maybe closed-form expressions for those quantities are good approximations for the root?
$endgroup$
– Daniel S.
Dec 20 '18 at 16:35
$begingroup$
thanks again, @ClaudeLeibovici
$endgroup$
– Daniel S.
Dec 21 '18 at 11:25
$begingroup$
@DanielS. Let me know how my last stuff works for approximation (run a few cases). Thanks & cheers. :-)
$endgroup$
– Claude Leibovici
Dec 21 '18 at 11:27
|
show 1 more comment
$begingroup$
thanks a lot, @ClaudeLeibovici Please, do you have a reference to Darboux-Fourier theorem? Also, does your solution possibly lead to an approximation of the root?
$endgroup$
– Daniel S.
Dec 20 '18 at 15:20
$begingroup$
@DanielS. Here is a link numdam.org/article/NAM_1869_2_8__17_0.pdf
$endgroup$
– Claude Leibovici
Dec 20 '18 at 15:38
$begingroup$
thanks a lot for the reference! so, $x_1$, $x_2$, and so on will be refined approximations of the root, right? maybe closed-form expressions for those quantities are good approximations for the root?
$endgroup$
– Daniel S.
Dec 20 '18 at 16:35
$begingroup$
thanks again, @ClaudeLeibovici
$endgroup$
– Daniel S.
Dec 21 '18 at 11:25
$begingroup$
@DanielS. Let me know how my last stuff works for approximation (run a few cases). Thanks & cheers. :-)
$endgroup$
– Claude Leibovici
Dec 21 '18 at 11:27
$begingroup$
thanks a lot, @ClaudeLeibovici Please, do you have a reference to Darboux-Fourier theorem? Also, does your solution possibly lead to an approximation of the root?
$endgroup$
– Daniel S.
Dec 20 '18 at 15:20
$begingroup$
thanks a lot, @ClaudeLeibovici Please, do you have a reference to Darboux-Fourier theorem? Also, does your solution possibly lead to an approximation of the root?
$endgroup$
– Daniel S.
Dec 20 '18 at 15:20
$begingroup$
@DanielS. Here is a link numdam.org/article/NAM_1869_2_8__17_0.pdf
$endgroup$
– Claude Leibovici
Dec 20 '18 at 15:38
$begingroup$
@DanielS. Here is a link numdam.org/article/NAM_1869_2_8__17_0.pdf
$endgroup$
– Claude Leibovici
Dec 20 '18 at 15:38
$begingroup$
thanks a lot for the reference! so, $x_1$, $x_2$, and so on will be refined approximations of the root, right? maybe closed-form expressions for those quantities are good approximations for the root?
$endgroup$
– Daniel S.
Dec 20 '18 at 16:35
$begingroup$
thanks a lot for the reference! so, $x_1$, $x_2$, and so on will be refined approximations of the root, right? maybe closed-form expressions for those quantities are good approximations for the root?
$endgroup$
– Daniel S.
Dec 20 '18 at 16:35
$begingroup$
thanks again, @ClaudeLeibovici
$endgroup$
– Daniel S.
Dec 21 '18 at 11:25
$begingroup$
thanks again, @ClaudeLeibovici
$endgroup$
– Daniel S.
Dec 21 '18 at 11:25
$begingroup$
@DanielS. Let me know how my last stuff works for approximation (run a few cases). Thanks & cheers. :-)
$endgroup$
– Claude Leibovici
Dec 21 '18 at 11:27
$begingroup$
@DanielS. Let me know how my last stuff works for approximation (run a few cases). Thanks & cheers. :-)
$endgroup$
– Claude Leibovici
Dec 21 '18 at 11:27
|
show 1 more comment
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