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Binary Logistic
Regression
1
Overvie
wUnderstand what classification is
Learn about binary logistic regression
Confusion matrix
Performance metrics
2
Classificatio
n Process of making categorical
predictions using data
You have some data that has
already been placed in the correct
categories
Goal is to learn from this data in
order to make good predictions for
new data 3
Classification
uses
Make weather forecasts
Classify emails as spam and not spam
Predict if a patient has a particular disease
Predict a candidate to vote for in an election
Predict the genre of a song/movie/TV show
Predict whether two users are compatible
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Classificatio
n Observation – a situation where you want to
make a prediction
Attributes - certain known aspects that
describe the observation
Observation belongs to a class, which is
unknown
Classification predicts the classes using the
attributes of the observations
5
Training
data
Consists of observations that
have already been correctly
classified
Classifier - an algorithm that helps
you classify future observations
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Classificatio
n
7
Logistic Regression – Bernoulli
Distribution
Toss a fair coin: S = {Heads, Tails}
Mapped to 1 (positive class) or 0
𝑃 𝑌 = 𝑦 = 𝑝 ! (1 − 𝑝) ( # $ ! )
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Logistic Regression
Setting
Predicting a dichotomous response variable
Y
Y follows a Bernoulli distribution
𝐸 𝑌! 𝑋 " = 𝑥 ", … , 𝑋 # = 𝑥 # = 𝑝!
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Logistic Regression
Setting
𝐸 𝑌! 𝑋 " = 𝑥 " , … , 𝑋 # = 𝑥 # =
𝑝!
10
Non-linear
Regression
Non-Linear regression: Dependent variable is
binary or categorical
Binary logistic Dependent variable is {0,1}
Multinomial logistic - dependent variable is
categorical, without any particular ordering.
Ordered logistic - dependent variable is
categorical with ordering important.
11
Why not Linear
Regression?
How should we estimate p(x)?
The dependent variable is categorical, e.g.,
binary, count
The “Generalised Linear Model
(GLM)” extends the linear model
12
Fitting with Linear
Regression
13
Logistic
Regression
14
The Logistic
Function
15
Logistic Function & logit
transformation
16
The logit Transformation
17
Confusion
Matrix
Evaluating of prediction accuracy
18
Confusion
Matrix
20
Performance
Metrics
Sensitivity - function of false
negatives (recall)
Specificity - function of false
positives
21
Performance
Metrics
22
Question
s
23