rasbt/python-machine-learning-book

Softmax Regression (synonyms: Multinomial Logistic, Maximum Entropy Classifier, or just Multi-class Logistic Regression) is a generalization of logistic regression that we can use for multi-class classification (under the assumption that the classes are mutually exclusive). In contrast, we use the (standard) Logistic Regression model in binary classification tasks. Now, let me briefly explain how that works and how softmax regression differs from logistic regression. As the name suggests, in softmax regression (SMR), we replace the sigmoid logistic function by the so-called softmax function?: Now, this softmax function computes the probability that this training sample x(i) belongs to class j given the weight and net input z(i). So, we compute the probability p(y j x(i); wj) for each class label in j 1, ..., k.