kumulant

Logit

@Serializable
@SerialName(value = "Logit")
data object Logit : Link(source)

mu = sigmoid(eta). Bernoulli likelihood; expects y in {0, 1}.

Functions

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open override fun curvature(eta: Double): Double

Second derivative of the per-observation negative log-likelihood at eta.

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open override fun invMean(eta: Double): Double

Inverse link: maps the linear predictor eta to the response mean.

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open override fun loss(eta: Double, y: Double): Double

softplus(eta) - y * eta = log(1 + exp(eta)) - y * eta, computed stably.

curvature

open override fun curvature(eta: Double): Double(source)

Second derivative of the per-observation negative log-likelihood at eta.

invMean

open override fun invMean(eta: Double): Double(source)

Inverse link: maps the linear predictor eta to the response mean.

loss

open override fun loss(eta: Double, y: Double): Double(source)

softplus(eta) - y * eta = log(1 + exp(eta)) - y * eta, computed stably.