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I need some assistance figuring out what this formula signifies and what it does. It is from a shirt I got recently at a conference and am curious about it. Thanks!

$$\ell(\beta) = \sum_{i=1}^{N}y_i \sum_{k=0}^{K}x_{ik}\beta_{k}-\log\left(1+e^{\sum_{k=0}^{K}x_{ik}\beta_{k}}\right)$$

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vlad
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    What was the conference about? – Vlad Jul 01 '16 at 22:54
  • it was the UseR Conference at Stanford. The shirt was from the company 2Sigma. They are a hedge fund management company that uses Machine Learning for trading. – vlad Jul 01 '16 at 23:09
  • This appears to be a logarithm of a scaled form of logistic regression. – Mikotar Jul 01 '16 at 23:27
  • One way to figure out what it means (if no one here recognizes it) would presumably be to email someone from Two Sigma; presumably there's a relevant contact listed on their website. – Semiclassical Jul 02 '16 at 01:45

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