Question: Show that fitting a locally constant multinomial logit model of the form (6.19) amounts to smoothing the binary response indicators for each class separately using

Show that fitting a locally constant multinomial logit model of the form (6.19) amounts to smoothing the binary response indicators for each class separately using a Nadaraya-Watson kernel smoother with kernel weights K(x0, xi)

Question 6.5 from Elements of Statistical Learning 2nd addition

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