CS229 Machine Learning - Generalized Linear Models

Introduction to exponential family distributions and generalized linear models, unifying linear regression and logistic regression.

我们将在这节课中展示一个广义线性模型，

指数族#

如果一类分布可以写成以下形式，则称其为指数族:

p(y;\eta) = b(y)\exp(\eta^TT(y) - a(\eta))

这里， $\eta$ 称为自然参数(也称为典范参数); $T(y)$ 是充分统计量(对于所考虑的分布，通常有 $T(y) = y$ );

CS229 Machine Learning - Generalized Linear Models

https://muxincg2004.github.io/blog/cs229-lecture3

Author Ziheng Zhang

Published at March 2, 2026

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