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tasks, where the goal is to predict the probability of a certain outcome (such as
whether a customer will purchase a product or not) based on input features. It's
called "logistic" because it uses a logistic function to transform the output of a
linear regression model into a probability value.
The logistic regression model is trained on a labeled dataset, where each example
is labeled with the binary outcome (0 or 1). The model then learns to map the input
features to the probability of the positive class (1). During training, the model
adjusts its parameters to minimize the difference between its predicted
probabilities and the true labels of the training data.
where:
Once the model is trained, it can be used to predict the probability of the
positive class for new examples. A decision threshold can be applied to convert the
probability value into a binary prediction. For example, if the threshold is set to
0.5, any probability greater than or equal to 0.5 is predicted as the positive
class, and any probability less than 0.5 is predicted as the negative class.
Logistic regression is a simple and interpretable model that can be used for a
variety of binary classification tasks. However, it assumes a linear relationship
between the input features and the log-odds of the positive class, and may not
perform well if the relationship is non-linear. It also assumes that the input
features are independent of each other, and may not handle correlated features
well.