(15), p. 346 — e^{F}/(e^{−F} + e^{F}) = e^{2F}/(1 + e^{2F}): the symmetric and usual logistic transforms differ by a factor 2
ProvedAddLogReg.ExpCrit.eq_15logistic-functionlogistic-regressionp2o-batch-pfp2ap2o-gran-per-chapterp2o-plan-paperp2o-v1
For every real number ,
The left-hand side is the symmetric logistic transform appearing in (13); the right-hand side is the usual logistic model (15) evaluated at . Hence the model of Lemma 1 and the usual logistic model are equivalent up to a factor in .
Preamble
import Mathlib
Formal statement
namespace AddLogReg.ExpCrit
/-- Display (15) (p. 346): multiplying numerator and denominator of (13) by `e^{F}` gives the
usual logistic model, `e^{F}/(e^{−F} + e^{F}) = e^{2F}/(1 + e^{2F})`. -/
theorem eq_15 (F : ℝ) :
Real.exp F / (Real.exp (-F) + Real.exp F) = Real.exp (2 * F) / (1 + Real.exp (2 * F)) := by sorry
end AddLogReg.ExpCrit
Source
Friedman, Hastie and Tibshirani, Additive logistic regression: a statistical view of boosting, Ann. Statist. 28 (2000), p. 346, (15)
Human review
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.