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Logistic Regression
“Goal - Become a Data Scientist”
“A Dream becomes a Goal when action is taken towards its achievement” - Bo Bennett
“The Plan”
“A Goal without a Plan is just a wish”
● Introduction to Logistic Regression
● Discriminative vs Generative Models
● Logistic Regression
● Bi-Class Classifier
● Assumptions
● Decision Rule
● MCLE & Log-likelihood
● Maximization Problem
Overview of
Logistic
Regression
Introduction to Logistic Regression
● Predictive analysis
● Classification technique
● Used in the biological sciences in early twentieth century
● It can be binomial, ordinal or multinomial
Discriminative vs Generative Models
● Discriminative models
○ Estimate conditional models P[Y | X]
○ Linear regression
○ Logistic regression
● Generative models
○ Estimates joint probability P[Y, X] = P[Y | X] P[X]
○ Not only probability of labels but also the features are estimated
○ LDA, QDA
○ Naive Bayes
Bayes’ Theorem
● P(Y|X) is a conditional probability: the likelihood of event Y occurring given that X is true
● P(X|Y) is a conditional probability: the likelihood of event X occurring given that Y is true
● P(X) and P(Y) are the probabilities of observing and independently of each other; this is known
as the Marginal Probabilities
Logistic Regression
● Naive Bayes’ allows computing P(Y|X) by learning P(Y) and P(X|Y)
● Why not learn P(Y|X) directly?
● Leaning P(Y|X) is the main ideology behind logistic regression
● This is a Discriminative model
Bi-Class Classifier
Assumptions
● Features are Conditionally Independent
● The likelihood is Gaussian Distribution
Decision Rule
MCLE & Log-likelihood
● MCLE - Maximum Likelihood Conditional Estimation
Maximization Problem
● Iterative Methods like Gradient Descent is used to find out estimates from
below
Multi-Class Classifier

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Logistic Regression

  • 2. “Goal - Become a Data Scientist” “A Dream becomes a Goal when action is taken towards its achievement” - Bo Bennett “The Plan” “A Goal without a Plan is just a wish”
  • 3. ● Introduction to Logistic Regression ● Discriminative vs Generative Models ● Logistic Regression ● Bi-Class Classifier ● Assumptions ● Decision Rule ● MCLE & Log-likelihood ● Maximization Problem Overview of Logistic Regression
  • 4. Introduction to Logistic Regression ● Predictive analysis ● Classification technique ● Used in the biological sciences in early twentieth century ● It can be binomial, ordinal or multinomial
  • 5. Discriminative vs Generative Models ● Discriminative models ○ Estimate conditional models P[Y | X] ○ Linear regression ○ Logistic regression ● Generative models ○ Estimates joint probability P[Y, X] = P[Y | X] P[X] ○ Not only probability of labels but also the features are estimated ○ LDA, QDA ○ Naive Bayes
  • 6. Bayes’ Theorem ● P(Y|X) is a conditional probability: the likelihood of event Y occurring given that X is true ● P(X|Y) is a conditional probability: the likelihood of event X occurring given that Y is true ● P(X) and P(Y) are the probabilities of observing and independently of each other; this is known as the Marginal Probabilities
  • 7. Logistic Regression ● Naive Bayes’ allows computing P(Y|X) by learning P(Y) and P(X|Y) ● Why not learn P(Y|X) directly? ● Leaning P(Y|X) is the main ideology behind logistic regression ● This is a Discriminative model
  • 9. Assumptions ● Features are Conditionally Independent ● The likelihood is Gaussian Distribution
  • 11. MCLE & Log-likelihood ● MCLE - Maximum Likelihood Conditional Estimation
  • 12. Maximization Problem ● Iterative Methods like Gradient Descent is used to find out estimates from below