Generalized Linear Model
Exponential Family
- $p(y; \eta) = b(y) exp(\eta^T T(y) − a(\eta))$
- world
topic
- $y(x) = f(w^Tx+w_0)$. $f$ is called activation function, its inverse is called link function.
- Linear regression:
- Logistic regression: Binomial regression
- Log-linear: Poisson regression