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LogitVGPiecewiseBoundLikelihood.h File Reference

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Classes

class  CLogitVGPiecewiseBoundLikelihood
 Class that models Logit likelihood and uses variational piecewise bound to approximate the following variational expection of log likelihood

\[ \sum_{{i=1}^n}{E_{q(f_i|{\mu}_i,{\sigma}^2_i)}[logP(y_i|f_i)]} \]

where

\[ p(y_i|f_i) = \frac{exp(y_i*f_i)}{1+exp(f_i)}, y_i \in \{0,1\} \]

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