Logistic regression 2

Average Error: 0.6 → 1.1

Time: 6.1s

Precision: binary64

• Falling back on racket egraph because egg-herbie package not installed

Math

\[\log \left(1 + e^{x}\right) - x \cdot y\]

↓

\[\left(\log \left(\sqrt{1 + e^{x}}\right) + \log \left(\sqrt{1 + e^{x}}\right)\right) - x \cdot y\]

C

double code(double x, double y) {
	return ((double) (((double) log(((double) (1.0 + ((double) exp(x)))))) - ((double) (x * y))));
}

↓

double code(double x, double y) {
	return ((double) (((double) (((double) log(((double) sqrt(((double) (1.0 + ((double) exp(x)))))))) + ((double) log(((double) sqrt(((double) (1.0 + ((double) exp(x)))))))))) - ((double) (x * y))));
}

Error

Bits error versus x

Bits error versus y

Target

Original	0.6
Target	0.1
Herbie	1.1

\[\begin{array}{l} \mathbf{if}\;x \le 0.0:\\ \;\;\;\;\log \left(1 + e^{x}\right) - x \cdot y\\ \mathbf{else}:\\ \;\;\;\;\log \left(1 + e^{-x}\right) - \left(-x\right) \cdot \left(1 - y\right)\\ \end{array}\]

Derivation

1. Initial program 0.6

   \[\log \left(1 + e^{x}\right) - x \cdot y\]
2. Using strategy rm

3. Applied add-sqr-sqrt 1.4

   \[\leadsto \log \color{blue}{\left(\sqrt{1 + e^{x}} \cdot \sqrt{1 + e^{x}}\right)} - x \cdot y\]

4. Applied log-prod 1.1

   \[\leadsto \color{blue}{\left(\log \left(\sqrt{1 + e^{x}}\right) + \log \left(\sqrt{1 + e^{x}}\right)\right)} - x \cdot y\]

5. Final simplification 1.1

   \[\leadsto \left(\log \left(\sqrt{1 + e^{x}}\right) + \log \left(\sqrt{1 + e^{x}}\right)\right) - x \cdot y\]

Reproduce

herbie shell --seed 2020182 
(FPCore (x y)
  :name "Logistic regression 2"
  :precision binary64

  :herbie-target
  (if (<= x 0.0) (- (log (+ 1.0 (exp x))) (* x y)) (- (log (+ 1.0 (exp (neg x)))) (* (neg x) (- 1.0 y))))

  (- (log (+ 1.0 (exp x))) (* x y)))