Softmax Regression

Multi-class logistic regression. Relative probabilities.

Essence

$$ \begin{aligned} \mathbb{R}^{L} \mapsto [0, 1]^L \end{aligned} $$

Softmax Function

$$ \begin{aligned} \text{softmax}(\underline{\gamma})_{k} &= \frac{e^{\gamma_{k}}}{\sum_{l=1}^{L} e^{\gamma_l}} \end{aligned} $$

Trick

Sub divided by whole. Fraction to probability.

by Jon