Logistic Regression

Name Logistic Regression
Description

The method of logistic regression addresses the task of concept learning. A linear model of the following form is constructed:

Y = b0 + b1* X1 + b2* X2 + ... + bk * Xk ,
where Y is the logit tranformation of the probability p.

The logit transformation of the probability of a value is defined as

Y = log (p / (1 - p)) ,
where p is the probability of an outcome.

The linear function can also be written as a prediction of the probability of a value, e.g.

P(class = pos) = 1 / (1 + ea + b1 * X1 + b2 * X2 ... + bk * Xk)

The constant a and the weights b1 .. bn are chosen by a regression method so that the predictions for the class are optimal for a given set of classified examples. A number of tools are available for computing the weights.
Example Languages Numerical Values
Dm Step Concept Learning
Method Type Method