Matrix and Vector Operations in Logistic Regression | by Murali Kashaboina | Jul, 2023

Vectorized Logistic Regression

10 min learn

19 hours in the past

Photograph by fabio on Unsplash

The underlying math behind any Synthetic Neural Community (ANN) algorithm may be overwhelming to know. Furthermore, the matrix and vector operations used to characterize feed-forward and back-propagation computations throughout batch coaching of the mannequin can add to the comprehension overload. Whereas succinct matrix and vector notations make sense, peeling by such notations all the way down to delicate working particulars of such matrix operations would carry extra readability. I noticed that the easiest way to know such delicate particulars is to think about a naked minimal community mannequin. I couldn’t discover a higher algorithm than Logistic Regression to discover what goes below the hood as a result of it has all of the bells and whistles of ANN, resembling multidimensional inputs, the community weights, the bias, ahead propagation operations, activations that apply non-linear perform, loss perform, and gradients-based back-propagation. My intent for this weblog is to share my notes and findings of the matrix and vector operations which might be core to Logistic Regression mannequin.

Temporary Synopsis of Logistic Regression

Regardless of its identify, Logistic Regression is a classification algorithm and never a regression algorithm. Usually it’s used for binary classification to foretell the chance of an occasion belonging to considered one of two courses, for instance, predicting if an e-mail is spam or not. As such, in Logistic Regression, the dependent or goal variable is taken into account a categorical variable. For instance, an e-mail being spam is represented as 1 and never spam as 0. The first purpose of the Logistic Regression mannequin is to ascertain a relationship between the enter variables (options) and the chance of the goal variable. For instance, given the traits of an e-mail as a set of enter options, a Logistic Regression mannequin would discover a relationship between such options and the chance of the e-mail being spam. If ‘Y’ represents the output class, resembling an e-mail being spam, ‘X’ represents the enter options, the chance may be designated as π = Pr( Y = 1 | X, βi), the place βi represents the logistic regression parameters that embrace mannequin weights ‘wi’ and a bias parameter ‘b’. Successfully, a Logistic Regression predicts the chance of Y = 1 given the enter options and the mannequin parameters. Particularly, the chance π is modeled as an S-Formed logistic perform referred to as the Sigmoid perform, given by π = e^z/(1 + e^z) or equivalently by π = 1/(1 + e^-z), the place z = βi . X. The sigmoid perform permits for a clean curve bounded between 0 and 1, making it appropriate for estimating possibilities. Primarily, a Logistic Regression mannequin applies the sigmoid perform on a linear mixture of the enter options to foretell a chance between 0 and 1. A typical method to figuring out an occasion’s output class is thresholding the anticipated chance. For instance, if the anticipated chance is larger than or equal to 0.5, the occasion is assessed as belonging to class 1; in any other case, it’s categorised as class 0.

A Logistic Regression Mannequin Schematic — Picture Created by the Writer

A Logistic Regression mannequin is educated by becoming the mannequin to the coaching knowledge after which minimizing a loss perform to regulate the mannequin parameters. A loss perform estimates the distinction between the anticipated and precise possibilities of the output class. The commonest loss perform utilized in coaching a Logistic Regression mannequin is the Log Loss perform, also referred to as Binary Cross Entropy Loss perform. The components for the Log Loss perform is as follows:

L = — ( y * ln(p) + (1 — y) * ln(1 — p) )

The place:

  • L represents the Log Loss.
  • y is the ground-truth binary label (0 or 1).
  • p is the anticipated chance of the output class.

A Logistic Regression mannequin adjusts its parameters by minimizing the loss perform utilizing methods resembling gradient descent. Given a batch of enter options and their ground-truth class labels, coaching of the mannequin is carried out in a number of iterations, referred to as epochs. In every epoch, the mannequin carries ahead propagation operations to estimate losses and backward propagation operations to reduce the loss perform and alter the parameters. All such operations in an epoch make use of matrix and vector computations as illustrated within the subsequent sections.

Matrix and Vector Notations

Please notice that I used LaTeX scripts to create the mathematical equations and matrix/vector representations embedded as photos on this weblog. If anybody is within the LaTeX scripts, don’t hesitate to contact me; I will probably be completely happy to share.

As proven within the schematic diagram above, a binary Logistic Regression classifier is used for example to maintain the illustrations easy. As proven under, a matrix X represents the ‘m’ variety of enter situations. Every enter occasion includes an ’n’ variety of options and is represented as a column, an enter options vector, inside the matrix X, making it a (n x m) sized matrix. The super-script (i) represents the ordinal variety of the enter vector within the matrix X. The sub-script ‘j’ represents the ordinal index of the characteristic inside an enter vector. The matrix Y of dimension (1 x m) captures the ground-truth labels corresponding to every enter vector within the matrix X. The mannequin weights are represented by a column vector W of dimension (n x 1) comprising ’n’ weight parameters corresponding to every characteristic within the enter vector. Whereas there is just one bias parameter ‘b’, for illustrating matrix/vector operations, a matrix B of dimension (1 x m) comprising ‘m’ variety of the identical bias b parameter is taken into account.

Ahead Propagation

Step one within the ahead propagation operation is to compute a linear mixture of mannequin parameters and enter options. The notation for such matrix operation is proven under the place a brand new matrix Z is evaluated:

Notice the usage of the transpose of weight matrix W. The above operation within the matrix expanded illustration is as follows:

The above matrix operation leads to the computation of matrix Z of dimension (1 x m) as proven under:

The subsequent step is to derive activations by making use of the sigmoid perform on the computed linear mixtures for every enter as proven within the following matrix operation. This leads to an activation matrix A of dimension (1 x m).

Backward Propagation

Backward propagation or back-propagation is a method to compute the contributions of every parameter to the general error or loss brought on by incorrect predictions on the finish of every epoch. The person loss contributions are evaluated by computing the gradients of the loss perform with respect to (w.r.t) every mannequin parameter. A gradient or by-product of a perform is the speed of change or the slope of that perform w.r.t a parameter contemplating different parameters as constants. When evaluated for a particular parameter worth or level, the signal of the gradient signifies wherein course the perform will increase, and the gradient magnitude signifies the steepness of the slope. The log loss perform as proven under is a bowl-shaped convex perform with one international minimal level. As such, normally, the gradient of the log loss perform w.r.t a parameter factors in the other way to the worldwide minima. As soon as gradients are evaluated, every parameter worth is up to date utilizing the parameter’s gradient, usually through the use of a method referred to as gradient descent.

The gradient for every parameter is computed utilizing the chain rule. The chain rule allows the computation of derivatives of features which might be composed of different features. Within the case of Logistic Regression, the log loss L is a perform of activation ‘a’ and ground-truth label ‘y’, whereas ‘a’ itself is a sigmoid perform of ‘z’ and ‘z’ is a linear perform of weights ‘w’ and bias ‘b’ implying that the loss perform L is a perform composed of different features as proven under.

Utilizing the chain rule of partial derivatives, the gradients of weight and bias parameters may be computed as follows:

Derivation of Gradients for Single Enter Occasion

Earlier than we overview the matrix and vector representations that come into play as a part of updating the parameters in a single shot, we’ll first derive the gradients utilizing a single enter occasion to know the premise for such representations higher.

Assuming that ‘a’ and ‘z’ characterize computed values for a single enter occasion with the ground-truth label ‘y’, the gradient of the loss perform w.r.t ‘a’ may be derived as follows. Notice that this gradient is the primary amount required to guage the chain rule to derive parameter gradients later.

Given the gradient of loss perform w.r.t ‘a’, the gradient of loss perform w.r.t ‘z’ may be derived utilizing the next chain rule:

The above chain rule implies that the gradient of ‘a’ w.r.t ‘z’ should even be derived. Notice that ‘a’ is computed by making use of the sigmoid perform on ‘z’. Due to this fact, the gradient of ‘a’ w.r.t ‘z’ may be derived through the use of the sigmoid perform expression as follows:

The above derivation is expressed when it comes to ‘e’, and it seems that further computations are wanted to guage the gradient of ‘a’ w.r.t ‘z’. We all know that ‘a’ will get computed as a part of ahead propagation. Due to this fact to eradicate any further computations, the above by-product may be absolutely expressed when it comes to ‘a’ as a substitute as follows:

Plugging within the above phrases expressed in ‘a’, the gradient of ‘a’ w.r.t ‘z’ is as follows:

Now that now we have the gradient of loss perform w.r.t ‘a’ and the gradient of ‘a’ w.r.t ‘z’, the gradient of loss perform w.r.t ‘z’ may be evaluated as follows:

We got here a good distance in evaluating the gradient of loss perform w.r.t ‘z’. We nonetheless want to guage the gradients of loss perform w.r.t mannequin parameters. We all know that ‘z’ is a linear mixture of mannequin parameters and options of an enter occasion ‘x’ as proven under:

Utilizing the chain rule the gradient of loss perform w.r.t weight parameter ‘wi’ will get evaluated as proven under:

Equally, the gradient of the loss perform w.r.t ‘b’ will get evaluated as follows:

Matrix and Vector Illustration of Parameter Updates utilizing Gradients

Now that we perceive gradient formulation for mannequin parameters derived utilizing a single enter occasion, we are able to characterize the formulation in matrix and vector varieties accounting for all the coaching batch. We’ll first vectorize gradients of the loss perform w.r.t ‘z’ given by the next expression:

The vector type of the above for all the ‘m’ variety of situations is:

Equally, the gradients of the loss perform w.r.t every weight ‘wi’ may be vectorized. The gradient of the loss perform w.r.t weight ‘wi’ for a single occasion is given by:

The vector type of the above for all weights throughout all ‘m’ enter situations is evaluated because the imply of ‘m’ gradients as follows:

Equally, the resultant gradient of loss perform w.r.t ‘b’ throughout all ‘m’ enter situations is computed as a imply of the person occasion gradients as follows:

Given the mannequin weights gradient vector and the general gradient for bias, the mannequin parameters get up to date as follows. The parameter updates as proven under are primarily based on the method referred to as gradient descent the place a studying fee is used. A studying fee is a hyper-parameter utilized in optimization methods resembling gradient descent to manage the step dimension of changes made at every epoch to the mannequin parameters primarily based on computed gradients. Successfully, a studying fee acts as a scaling issue, influencing the pace and convergence of the optimization algorithm.


As evident from the matrix and vector representations illustrated on this weblog, Logistic Regression allows a naked minimal community mannequin to know the delicate working particulars of such matrix and vector operations. Most machine-learning libraries encapsulate such nitty-gritty mathematical particulars however as a substitute expose well-defined programming interfaces at the next degree, resembling ahead or backward propagation. Whereas understanding all such delicate particulars will not be required to develop fashions utilizing such libraries, such particulars do make clear the mathematical intuitions behind such algorithms. Nonetheless, such understanding will definitely assist carry ahead the underlying mathematical intuitions to different fashions resembling ANN, Recurrent Neural Networks (RNN), Convolutional Neural Networks (CNN), and Generative Adversarial Networks (GAN).

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