GLM - exponential form

Asked Jul 17 '15 at 14:16

Active Nov 11 '22 at 15:35

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i stumbled upon the following formula in Kevin Murphy's machine learning book:

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I am familiar wiht the following formula for the exponential family:

$$ 1/Z(\theta) h(x) \exp \left( \theta^T \phi(x) \right) $$

How are these formulas linked? any help very welcome

edited Nov 11 '22 at 15:35

asked Jul 17 '15 at 14:16

Wouter

2

The symbols, though are all referred as $\theta$, have different meanings, the second which you are familiar is called "natural parameter", while the first is more specific. It is not hard to find the correspondence between them. – Zhanxiong Jul 17 '15 at 14:43
I think Zhanxiong has hit the nail on the head. Both are parametric models with parameter $\theta$ . They represent different models though. – meh Jul 17 '15 at 15:31

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