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I found these expressions for the probability of an outcome $y$ given variables $x$ and parameter $W$. $\theta$ is the logistic function.

$p(y \mid x,W) = Bernoulli(y \mid \theta(W^\intercal X) ) )$

adapted from [1]

$p(y \mid x,W) = \theta(y W^\intercal X) $ [1]

adapted from [2]

I presume both are correct. How can interpret the first one where the argument of the Bernoulli distribution has a conditional.

[2] youtube/qSTHZvN8hzs?t=44m1s

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  • $\begingroup$ It's saying y given that we have coefficients W and data X. In other words it's conditional on the logit. $\endgroup$
    – Redeyes10
    Commented May 12, 2017 at 18:48

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The first equation cannot be correct. The left hand size is a number, and the right hand side is a distribution (so it does not type check). The correct way to write what the first equation is getting at is

$$ y \mid X, W \sim Bernoulli(y, p = \theta(W^\intercal X) ) ) $$

where $\sim$ is pronounced "is distributed as".

The second equation is correct as written*.

* Assuming that $\theta$ is the logistic function.

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  • $\begingroup$ Great, thanks. I will take precaution with the notations in that book. $\endgroup$ Commented May 12, 2017 at 18:54
  • $\begingroup$ It's a great book, but I'm often not a fan of the notational choices. $\endgroup$ Commented May 12, 2017 at 19:06

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