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quinta-feira, 3 de abril de 2014

Sigmoid Function, Derivative and Limits

We have two objectives. First, we need derivate the sigmoid function:

S(x) = \frac {1}{1 + e^{-px}}

using very simple techniques.

Second, we must to find the more right and more left function limits:

\lim_{x \to +\infty }{S(x)} = 1 e \lim_{x \to -\infty }{S(x)} = 0 

Derivative sigmoid

We are looking for

\frac{\mathrm{d} S(x)}{\mathrm{d} x} = S'(x).

To deriving it, we'll apply the quocient rule, which is remembered here:

\left ( \frac{f}{g} \right )' = \frac{f'g  -  g'f}{g^2}

Said that, taking:

f(x) = 1 \Rightarrow f'(x) = 0
and
g(x) = 1 + e^{-px} \Rightarrow g'(x) = -pe^{-px}

Then,

S'(x) = \left ( \frac{f}{g} \right )' = \frac{0g - g'1}{g^2} = \frac{pe^{-px}}{(1  +  e^{-px})^2}

Objective reached. But if you try Wolfram Alpha to do it, you'll take a different answer:


Ok, no problem. Let's show that both answers are equivalent.

= \frac{pe^{-px}}{(1  +  e^{-px})^2}

= \frac{(e^{2px})pe^{-px}}{(e^{2px})(1  +  2e^{-px}  +  e^{-2px})}

= \frac{pe^{px}}{e^{2px}  +  2e^{px}  +  1}


And finally

= \frac{pe^{px}}{(e^{px}  +  1)^2} 

Limits in +\infty and -\infty

The two limits are easy to do:

lim_{x \to +\infty }{\frac {1}{1 + e^{-px}}} = \frac {1}{1 + \frac{1}{\infty}} = \frac {1}{1 + 0} = 1

lim_{x \to -\infty }{\frac {1}{1 + e^{-px}}} = \frac {1}{1 + e^{p\infty}} = \frac {1}{1 + \infty} = 0

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