fix point solution or approximation available? logistic regression?
$begingroup$
please, is there a simple closed-form or approximation to the following fixed-point problem in $x$? $x$ is the value searched for. $m$, $g$ and $N$ are real parameters, all greater than 0,
begin{equation}
x=frac{1}{1+m g^{-N x}}
end{equation}
any insights on properties of $x$ are very welcome! In particular, comments about how $x$ evolves towards convergence, in case we use a fixed point algorithm to find $x$, are welcome as well. This problem looks a bit like logistic regression, but I'm not sure about how to further relate the two. thanks!
real-analysis roots logistic-regression
$endgroup$
add a comment |
$begingroup$
please, is there a simple closed-form or approximation to the following fixed-point problem in $x$? $x$ is the value searched for. $m$, $g$ and $N$ are real parameters, all greater than 0,
begin{equation}
x=frac{1}{1+m g^{-N x}}
end{equation}
any insights on properties of $x$ are very welcome! In particular, comments about how $x$ evolves towards convergence, in case we use a fixed point algorithm to find $x$, are welcome as well. This problem looks a bit like logistic regression, but I'm not sure about how to further relate the two. thanks!
real-analysis roots logistic-regression
$endgroup$
add a comment |
$begingroup$
please, is there a simple closed-form or approximation to the following fixed-point problem in $x$? $x$ is the value searched for. $m$, $g$ and $N$ are real parameters, all greater than 0,
begin{equation}
x=frac{1}{1+m g^{-N x}}
end{equation}
any insights on properties of $x$ are very welcome! In particular, comments about how $x$ evolves towards convergence, in case we use a fixed point algorithm to find $x$, are welcome as well. This problem looks a bit like logistic regression, but I'm not sure about how to further relate the two. thanks!
real-analysis roots logistic-regression
$endgroup$
please, is there a simple closed-form or approximation to the following fixed-point problem in $x$? $x$ is the value searched for. $m$, $g$ and $N$ are real parameters, all greater than 0,
begin{equation}
x=frac{1}{1+m g^{-N x}}
end{equation}
any insights on properties of $x$ are very welcome! In particular, comments about how $x$ evolves towards convergence, in case we use a fixed point algorithm to find $x$, are welcome as well. This problem looks a bit like logistic regression, but I'm not sure about how to further relate the two. thanks!
real-analysis roots logistic-regression
real-analysis roots logistic-regression
edited Dec 20 '18 at 13:12
Daniel S.
asked Dec 20 '18 at 11:23
Daniel S.Daniel S.
396
396
add a comment |
add a comment |
1 Answer
1
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oldest
votes
$begingroup$
I am afraid that there is no closed form of the solution.
Without any information about $x$, let us consider the function
$$f(x)=x left(1+m g^{-n x}right)-1$$ What we have is $f(0)=-1$ and $f(1)=m g^{-n} >0$.
We also have to notice that
$$f(0)=-1 qquad f'(0)=1+m qquad f''(0)=-2, m, n log (g)$$ So, if $g>1$, $f(0) times f''(0) >0$ and by Darboux theorem , starting with $x_0=0$, Newton method would converge without any overshoot of the solution. As a first iterate, Newton method will give $x_1=frac{1}{1+m}$ and just continue until convergence using
$$x_{k+1}=frac{g^{n x_k}-m n x_k^2 log (g)}{g^{n x_k}-m n x_k log (g)+m}$$
Edit
Assuming that $x$ could be small, we could try to write
$$y=x left(1+m g^{-n x}right)$$ Expand as a Taylor series built at $x=0$ to get
$$y=(m+1) x-a m x^2+frac{a^2 m}{2} x^3 +Oleft(x^4right)$$ where $a=n log(g)$ and use series reversion to get
$$x=frac{y}{m+1}+frac{a m }{(m+1)^3}y^2+frac{a^2m left(3 m-1right)}{2
(m+1)^5}y^3+Oleft(y^4right)$$ and set $y=1$ to get
$$xsimeqfrac{1}{m+1}+frac{a m }{(m+1)^3}+frac{a^2m left(3 m-1right)}{2
(m+1)^5}$$
Edit
Let $t=frac 1{m+1}$ and get
$$x=t+a t^2+frac{a (3 a-2)}{2!} t^3+frac{a^2 (16 a-21)}{3!} t^4+frac{a^2(125 a^2-244 a+48 )}{4!} t^5+frac{a^3 left(1296 a^2-3355 a+1500right) } {5!} t^6+Oleft(t^7right)$$
$endgroup$
$begingroup$
thanks a lot, @ClaudeLeibovici Please, do you have a reference to Darboux-Fourier theorem? Also, does your solution possibly lead to an approximation of the root?
$endgroup$
– Daniel S.
Dec 20 '18 at 15:20
$begingroup$
@DanielS. Here is a link numdam.org/article/NAM_1869_2_8__17_0.pdf
$endgroup$
– Claude Leibovici
Dec 20 '18 at 15:38
$begingroup$
thanks a lot for the reference! so, $x_1$, $x_2$, and so on will be refined approximations of the root, right? maybe closed-form expressions for those quantities are good approximations for the root?
$endgroup$
– Daniel S.
Dec 20 '18 at 16:35
$begingroup$
thanks again, @ClaudeLeibovici
$endgroup$
– Daniel S.
Dec 21 '18 at 11:25
$begingroup$
@DanielS. Let me know how my last stuff works for approximation (run a few cases). Thanks & cheers. :-)
$endgroup$
– Claude Leibovici
Dec 21 '18 at 11:27
|
show 1 more comment
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$begingroup$
I am afraid that there is no closed form of the solution.
Without any information about $x$, let us consider the function
$$f(x)=x left(1+m g^{-n x}right)-1$$ What we have is $f(0)=-1$ and $f(1)=m g^{-n} >0$.
We also have to notice that
$$f(0)=-1 qquad f'(0)=1+m qquad f''(0)=-2, m, n log (g)$$ So, if $g>1$, $f(0) times f''(0) >0$ and by Darboux theorem , starting with $x_0=0$, Newton method would converge without any overshoot of the solution. As a first iterate, Newton method will give $x_1=frac{1}{1+m}$ and just continue until convergence using
$$x_{k+1}=frac{g^{n x_k}-m n x_k^2 log (g)}{g^{n x_k}-m n x_k log (g)+m}$$
Edit
Assuming that $x$ could be small, we could try to write
$$y=x left(1+m g^{-n x}right)$$ Expand as a Taylor series built at $x=0$ to get
$$y=(m+1) x-a m x^2+frac{a^2 m}{2} x^3 +Oleft(x^4right)$$ where $a=n log(g)$ and use series reversion to get
$$x=frac{y}{m+1}+frac{a m }{(m+1)^3}y^2+frac{a^2m left(3 m-1right)}{2
(m+1)^5}y^3+Oleft(y^4right)$$ and set $y=1$ to get
$$xsimeqfrac{1}{m+1}+frac{a m }{(m+1)^3}+frac{a^2m left(3 m-1right)}{2
(m+1)^5}$$
Edit
Let $t=frac 1{m+1}$ and get
$$x=t+a t^2+frac{a (3 a-2)}{2!} t^3+frac{a^2 (16 a-21)}{3!} t^4+frac{a^2(125 a^2-244 a+48 )}{4!} t^5+frac{a^3 left(1296 a^2-3355 a+1500right) } {5!} t^6+Oleft(t^7right)$$
$endgroup$
$begingroup$
thanks a lot, @ClaudeLeibovici Please, do you have a reference to Darboux-Fourier theorem? Also, does your solution possibly lead to an approximation of the root?
$endgroup$
– Daniel S.
Dec 20 '18 at 15:20
$begingroup$
@DanielS. Here is a link numdam.org/article/NAM_1869_2_8__17_0.pdf
$endgroup$
– Claude Leibovici
Dec 20 '18 at 15:38
$begingroup$
thanks a lot for the reference! so, $x_1$, $x_2$, and so on will be refined approximations of the root, right? maybe closed-form expressions for those quantities are good approximations for the root?
$endgroup$
– Daniel S.
Dec 20 '18 at 16:35
$begingroup$
thanks again, @ClaudeLeibovici
$endgroup$
– Daniel S.
Dec 21 '18 at 11:25
$begingroup$
@DanielS. Let me know how my last stuff works for approximation (run a few cases). Thanks & cheers. :-)
$endgroup$
– Claude Leibovici
Dec 21 '18 at 11:27
|
show 1 more comment
$begingroup$
I am afraid that there is no closed form of the solution.
Without any information about $x$, let us consider the function
$$f(x)=x left(1+m g^{-n x}right)-1$$ What we have is $f(0)=-1$ and $f(1)=m g^{-n} >0$.
We also have to notice that
$$f(0)=-1 qquad f'(0)=1+m qquad f''(0)=-2, m, n log (g)$$ So, if $g>1$, $f(0) times f''(0) >0$ and by Darboux theorem , starting with $x_0=0$, Newton method would converge without any overshoot of the solution. As a first iterate, Newton method will give $x_1=frac{1}{1+m}$ and just continue until convergence using
$$x_{k+1}=frac{g^{n x_k}-m n x_k^2 log (g)}{g^{n x_k}-m n x_k log (g)+m}$$
Edit
Assuming that $x$ could be small, we could try to write
$$y=x left(1+m g^{-n x}right)$$ Expand as a Taylor series built at $x=0$ to get
$$y=(m+1) x-a m x^2+frac{a^2 m}{2} x^3 +Oleft(x^4right)$$ where $a=n log(g)$ and use series reversion to get
$$x=frac{y}{m+1}+frac{a m }{(m+1)^3}y^2+frac{a^2m left(3 m-1right)}{2
(m+1)^5}y^3+Oleft(y^4right)$$ and set $y=1$ to get
$$xsimeqfrac{1}{m+1}+frac{a m }{(m+1)^3}+frac{a^2m left(3 m-1right)}{2
(m+1)^5}$$
Edit
Let $t=frac 1{m+1}$ and get
$$x=t+a t^2+frac{a (3 a-2)}{2!} t^3+frac{a^2 (16 a-21)}{3!} t^4+frac{a^2(125 a^2-244 a+48 )}{4!} t^5+frac{a^3 left(1296 a^2-3355 a+1500right) } {5!} t^6+Oleft(t^7right)$$
$endgroup$
$begingroup$
thanks a lot, @ClaudeLeibovici Please, do you have a reference to Darboux-Fourier theorem? Also, does your solution possibly lead to an approximation of the root?
$endgroup$
– Daniel S.
Dec 20 '18 at 15:20
$begingroup$
@DanielS. Here is a link numdam.org/article/NAM_1869_2_8__17_0.pdf
$endgroup$
– Claude Leibovici
Dec 20 '18 at 15:38
$begingroup$
thanks a lot for the reference! so, $x_1$, $x_2$, and so on will be refined approximations of the root, right? maybe closed-form expressions for those quantities are good approximations for the root?
$endgroup$
– Daniel S.
Dec 20 '18 at 16:35
$begingroup$
thanks again, @ClaudeLeibovici
$endgroup$
– Daniel S.
Dec 21 '18 at 11:25
$begingroup$
@DanielS. Let me know how my last stuff works for approximation (run a few cases). Thanks & cheers. :-)
$endgroup$
– Claude Leibovici
Dec 21 '18 at 11:27
|
show 1 more comment
$begingroup$
I am afraid that there is no closed form of the solution.
Without any information about $x$, let us consider the function
$$f(x)=x left(1+m g^{-n x}right)-1$$ What we have is $f(0)=-1$ and $f(1)=m g^{-n} >0$.
We also have to notice that
$$f(0)=-1 qquad f'(0)=1+m qquad f''(0)=-2, m, n log (g)$$ So, if $g>1$, $f(0) times f''(0) >0$ and by Darboux theorem , starting with $x_0=0$, Newton method would converge without any overshoot of the solution. As a first iterate, Newton method will give $x_1=frac{1}{1+m}$ and just continue until convergence using
$$x_{k+1}=frac{g^{n x_k}-m n x_k^2 log (g)}{g^{n x_k}-m n x_k log (g)+m}$$
Edit
Assuming that $x$ could be small, we could try to write
$$y=x left(1+m g^{-n x}right)$$ Expand as a Taylor series built at $x=0$ to get
$$y=(m+1) x-a m x^2+frac{a^2 m}{2} x^3 +Oleft(x^4right)$$ where $a=n log(g)$ and use series reversion to get
$$x=frac{y}{m+1}+frac{a m }{(m+1)^3}y^2+frac{a^2m left(3 m-1right)}{2
(m+1)^5}y^3+Oleft(y^4right)$$ and set $y=1$ to get
$$xsimeqfrac{1}{m+1}+frac{a m }{(m+1)^3}+frac{a^2m left(3 m-1right)}{2
(m+1)^5}$$
Edit
Let $t=frac 1{m+1}$ and get
$$x=t+a t^2+frac{a (3 a-2)}{2!} t^3+frac{a^2 (16 a-21)}{3!} t^4+frac{a^2(125 a^2-244 a+48 )}{4!} t^5+frac{a^3 left(1296 a^2-3355 a+1500right) } {5!} t^6+Oleft(t^7right)$$
$endgroup$
I am afraid that there is no closed form of the solution.
Without any information about $x$, let us consider the function
$$f(x)=x left(1+m g^{-n x}right)-1$$ What we have is $f(0)=-1$ and $f(1)=m g^{-n} >0$.
We also have to notice that
$$f(0)=-1 qquad f'(0)=1+m qquad f''(0)=-2, m, n log (g)$$ So, if $g>1$, $f(0) times f''(0) >0$ and by Darboux theorem , starting with $x_0=0$, Newton method would converge without any overshoot of the solution. As a first iterate, Newton method will give $x_1=frac{1}{1+m}$ and just continue until convergence using
$$x_{k+1}=frac{g^{n x_k}-m n x_k^2 log (g)}{g^{n x_k}-m n x_k log (g)+m}$$
Edit
Assuming that $x$ could be small, we could try to write
$$y=x left(1+m g^{-n x}right)$$ Expand as a Taylor series built at $x=0$ to get
$$y=(m+1) x-a m x^2+frac{a^2 m}{2} x^3 +Oleft(x^4right)$$ where $a=n log(g)$ and use series reversion to get
$$x=frac{y}{m+1}+frac{a m }{(m+1)^3}y^2+frac{a^2m left(3 m-1right)}{2
(m+1)^5}y^3+Oleft(y^4right)$$ and set $y=1$ to get
$$xsimeqfrac{1}{m+1}+frac{a m }{(m+1)^3}+frac{a^2m left(3 m-1right)}{2
(m+1)^5}$$
Edit
Let $t=frac 1{m+1}$ and get
$$x=t+a t^2+frac{a (3 a-2)}{2!} t^3+frac{a^2 (16 a-21)}{3!} t^4+frac{a^2(125 a^2-244 a+48 )}{4!} t^5+frac{a^3 left(1296 a^2-3355 a+1500right) } {5!} t^6+Oleft(t^7right)$$
edited 22 hours ago
answered Dec 20 '18 at 14:52
Claude LeiboviciClaude Leibovici
124k1158135
124k1158135
$begingroup$
thanks a lot, @ClaudeLeibovici Please, do you have a reference to Darboux-Fourier theorem? Also, does your solution possibly lead to an approximation of the root?
$endgroup$
– Daniel S.
Dec 20 '18 at 15:20
$begingroup$
@DanielS. Here is a link numdam.org/article/NAM_1869_2_8__17_0.pdf
$endgroup$
– Claude Leibovici
Dec 20 '18 at 15:38
$begingroup$
thanks a lot for the reference! so, $x_1$, $x_2$, and so on will be refined approximations of the root, right? maybe closed-form expressions for those quantities are good approximations for the root?
$endgroup$
– Daniel S.
Dec 20 '18 at 16:35
$begingroup$
thanks again, @ClaudeLeibovici
$endgroup$
– Daniel S.
Dec 21 '18 at 11:25
$begingroup$
@DanielS. Let me know how my last stuff works for approximation (run a few cases). Thanks & cheers. :-)
$endgroup$
– Claude Leibovici
Dec 21 '18 at 11:27
|
show 1 more comment
$begingroup$
thanks a lot, @ClaudeLeibovici Please, do you have a reference to Darboux-Fourier theorem? Also, does your solution possibly lead to an approximation of the root?
$endgroup$
– Daniel S.
Dec 20 '18 at 15:20
$begingroup$
@DanielS. Here is a link numdam.org/article/NAM_1869_2_8__17_0.pdf
$endgroup$
– Claude Leibovici
Dec 20 '18 at 15:38
$begingroup$
thanks a lot for the reference! so, $x_1$, $x_2$, and so on will be refined approximations of the root, right? maybe closed-form expressions for those quantities are good approximations for the root?
$endgroup$
– Daniel S.
Dec 20 '18 at 16:35
$begingroup$
thanks again, @ClaudeLeibovici
$endgroup$
– Daniel S.
Dec 21 '18 at 11:25
$begingroup$
@DanielS. Let me know how my last stuff works for approximation (run a few cases). Thanks & cheers. :-)
$endgroup$
– Claude Leibovici
Dec 21 '18 at 11:27
$begingroup$
thanks a lot, @ClaudeLeibovici Please, do you have a reference to Darboux-Fourier theorem? Also, does your solution possibly lead to an approximation of the root?
$endgroup$
– Daniel S.
Dec 20 '18 at 15:20
$begingroup$
thanks a lot, @ClaudeLeibovici Please, do you have a reference to Darboux-Fourier theorem? Also, does your solution possibly lead to an approximation of the root?
$endgroup$
– Daniel S.
Dec 20 '18 at 15:20
$begingroup$
@DanielS. Here is a link numdam.org/article/NAM_1869_2_8__17_0.pdf
$endgroup$
– Claude Leibovici
Dec 20 '18 at 15:38
$begingroup$
@DanielS. Here is a link numdam.org/article/NAM_1869_2_8__17_0.pdf
$endgroup$
– Claude Leibovici
Dec 20 '18 at 15:38
$begingroup$
thanks a lot for the reference! so, $x_1$, $x_2$, and so on will be refined approximations of the root, right? maybe closed-form expressions for those quantities are good approximations for the root?
$endgroup$
– Daniel S.
Dec 20 '18 at 16:35
$begingroup$
thanks a lot for the reference! so, $x_1$, $x_2$, and so on will be refined approximations of the root, right? maybe closed-form expressions for those quantities are good approximations for the root?
$endgroup$
– Daniel S.
Dec 20 '18 at 16:35
$begingroup$
thanks again, @ClaudeLeibovici
$endgroup$
– Daniel S.
Dec 21 '18 at 11:25
$begingroup$
thanks again, @ClaudeLeibovici
$endgroup$
– Daniel S.
Dec 21 '18 at 11:25
$begingroup$
@DanielS. Let me know how my last stuff works for approximation (run a few cases). Thanks & cheers. :-)
$endgroup$
– Claude Leibovici
Dec 21 '18 at 11:27
$begingroup$
@DanielS. Let me know how my last stuff works for approximation (run a few cases). Thanks & cheers. :-)
$endgroup$
– Claude Leibovici
Dec 21 '18 at 11:27
|
show 1 more comment
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