A probability density P(y) is in the exponential family if it can bewritten in the form  P(y) = c(y) * exp[ eta' * t(y) - psi(eta) ]where eta is called the natural parameter of the distributionand t(y) is the sufficient statistic.A probability density P(y|x) is in the Generalized Linear Models (GLIM)family if it is in the exponential family and1. t(y) = y2. eta = theta'*xWe define the link function f to be   f(eta) = f(theta'*x) = E[y|x,theta] = d/d(eta) psi(eta)See McCullagh and Nelder, "Generalized Linear Models", Chapman andHall, 1983.Softmax is a special case of a GLIM in which   f(eta_i) = exp(eta_i) / sum_j exp(eta_j)where we have a parameter vector eta_i for each discrete value i of y.If y is binary, this reduces to the logistic function,  f(eta) = 1 / (1 + exp(-eta)),where eta = eta_1 - eta_2.We use code from the netlab package for fitting a softmax function.See http://www.ncrg.aston.ac.uk/netlab/