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Linear Model for Multi-Class Classification

To estimate class probabilities across multiple categories, a classification model requires an output for each class. Using a linear model, this is achieved by defining an affine function for each output. For dd input features and qq output categories, the unnormalized outputs (logits) o\mathbf{o} are computed as o=Wx+b\mathbf{o} = \mathbf{W}\mathbf{x} + \mathbf{b}, where the weight matrix WRqimesd\mathbf{W} \in \mathbb{R}^{q imes d} contains qimesdq imes d scalars and the bias bRq\mathbf{b} \in \mathbb{R}^q contains qq scalars. Because every output depends on every input feature, this computation represents a fully connected layer in a single-layer neural network.

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Updated 2026-05-03

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