Logistic Regression

Synonyms

Logit model

Definition

Logistic regression provides a mechanism for applying the techniques of linear regression to classification problems. It utilizes a linear regression model of the form

$$\displaystyle{z =\beta _{0} +\beta _{1}x_{1} +\beta _{2}x_{2} + \cdots +\beta _{n}x_{n}}$$

where x₁ to x _n represent the values of the n attributes and β₀ to β _n represent weights. This model is mapped onto the interval [0,1] using

$$\displaystyle{P(c_{0}\vert x_{1}\ldots x_{n}) = \frac{1} {1 + e^{-z}}}$$

where c₀ represents class 0.