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Generalized linear models implemented in Java
package com.github.chen0040.glm.links;
/**
* Created by xschen on 14/8/15.
*/
///
/// For the logistic link function:
/// Constraint interval : [0, 1]
///
/// The logistic link function maps constraint interval {b | b \in [0, 1]} to the real line {a | a \in R } by:
/// a = f(b) = log(b / (1-b))
///
/// The inverse link function maps the real line {a | a \in R} to constraint interval {b | b \in [0, 1] } by:
/// b = g(a) = 1 / (1 + exp(-a))
///
/// This is generally applicable to the following distribution (logistic regressions):
/// 1. Binomial: count of # of "yes" occurrence out of N yes/no occurrences
/// 2. Bernouli: count of single yes/no occurrence
/// 3. Categorical: outcome of single K-way occurrence
/// 4. Multinomial: cout of occurrences of different types (1 .. K) out of N total K-way occurrences
///
public class LogitLinkFunction extends AbstractLinkFunction {
@Override
public LinkFunction makeCopy(){
return new LogitLinkFunction();
}
///
/// The logistic link function maps constraint interval {b | b \in [0, 1]} to the real line {a | a \in R } by:
/// a = f(b) = log(b / (1-b))
///
/// The constraint interval value
/// The mapped linear line value
@Override
public double GetLink(double b) {
return Math.log(b / (1 - b));
}
///
/// The inverse link function maps the real line {a | a \in R} to constraint interval {b | b \in [0, 1] } by:
/// b = g(a) = 1 / (1 + exp(-a))
///
/// the real line value
/// the mapped constraint interval value
@Override
public double GetInvLink(double a) {
return 1.0 / (1.0 + Math.exp(-a));
}
@Override
public double GetInvLinkDerivative(double a) {
//double g_a = GetInvLink(a);
//return g_a * (1 - g_a);
double t = Math.exp(-a);
return t / ((1 + t) * (1 + t));
}
}