fix point solution or approximation available? logistic regression?












1












$begingroup$


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!










share|cite|improve this question











$endgroup$

















    1












    $begingroup$


    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!










    share|cite|improve this question











    $endgroup$















      1












      1








      1





      $begingroup$


      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!










      share|cite|improve this question











      $endgroup$




      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






      share|cite|improve this question















      share|cite|improve this question













      share|cite|improve this question




      share|cite|improve this question








      edited Dec 20 '18 at 13:12







      Daniel S.

















      asked Dec 20 '18 at 11:23









      Daniel S.Daniel S.

      396




      396






















          1 Answer
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          active

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          2












          $begingroup$

          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
          $$x=t+a t^2+frac{a (3 a-2)}{2!} t^3+frac{a^2 (16 a-21)}{3!} t^4+frac{a^2(125 a^2-244 a+48 )}{4!} t^5+frac{a^3 left(1296 a^2-3355 a+1500right) } {5!} t^6+Oleft(t^7right)$$






          share|cite|improve this answer











          $endgroup$













          • $begingroup$
            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











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          1 Answer
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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
          $$x=t+a t^2+frac{a (3 a-2)}{2!} t^3+frac{a^2 (16 a-21)}{3!} t^4+frac{a^2(125 a^2-244 a+48 )}{4!} t^5+frac{a^3 left(1296 a^2-3355 a+1500right) } {5!} t^6+Oleft(t^7right)$$






          share|cite|improve this answer











          $endgroup$













          • $begingroup$
            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
















          2












          $begingroup$

          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
          $$x=t+a t^2+frac{a (3 a-2)}{2!} t^3+frac{a^2 (16 a-21)}{3!} t^4+frac{a^2(125 a^2-244 a+48 )}{4!} t^5+frac{a^3 left(1296 a^2-3355 a+1500right) } {5!} t^6+Oleft(t^7right)$$






          share|cite|improve this answer











          $endgroup$













          • $begingroup$
            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














          2












          2








          2





          $begingroup$

          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
          $$x=t+a t^2+frac{a (3 a-2)}{2!} t^3+frac{a^2 (16 a-21)}{3!} t^4+frac{a^2(125 a^2-244 a+48 )}{4!} t^5+frac{a^3 left(1296 a^2-3355 a+1500right) } {5!} t^6+Oleft(t^7right)$$






          share|cite|improve this answer











          $endgroup$



          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
          $$x=t+a t^2+frac{a (3 a-2)}{2!} t^3+frac{a^2 (16 a-21)}{3!} t^4+frac{a^2(125 a^2-244 a+48 )}{4!} t^5+frac{a^3 left(1296 a^2-3355 a+1500right) } {5!} t^6+Oleft(t^7right)$$







          share|cite|improve this answer














          share|cite|improve this answer



          share|cite|improve this answer








          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


















          • $begingroup$
            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


















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