This article on Generalized Linear Model (GLM) is based on the first four lectures of Machine Learning by Andrew Ng. But the structure of the article is quite different from the lecture. I will talk about exponential family of distributions first. Then I will discuss the general idea of GLM. Finally, I will try to derive some well known learning algorithms from GLM.
\(\eta\) is called the natural parameter and \(T(y)\) is called the sufficient statistic.