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Logistic regression (for classification)

  • Email: spam or not spam
  • Tumor: malignant or benign
  • Online Transaction: Fraudlent or not?

Binary classification:

y can be either 0 or 1,

  • 0 = Negative class
  • 1 = Positive class

Multi-class classification problem when y can have more than 2 distinct values

  • Linear regression using a threshold value

  • Sigmoid function / Logistic function

  • Decision boundary

  • The "Logistic regression cost function" based on the Sigmoid function is a non-convex function so Gradient Descent isn't guarnteed to reach global minimum. So intead of that we use some log() function.

Optimization algorithms

  • Gradient descent
  • Conjugate gradient
  • BFGS
  • L-BFGS

The other 3 algorthms have the advantage of not needing to pick a alfa (learning pace), and they are often faster than Gradient descent. However they are more complex to implement.