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DATA MINING
Desktop Survival Guide by Graham Williams |
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Logistic Regression |
Linear regression is a successful framework for building models. However, not all data fits the assumptions underlying linear regression.
Logistic Regression
is appropriate
when the target variable is binary. It is used to build a linear model
involving the input variables to predict a transformation of the
target variable, in particular, the logit function, which is the
natural logarithm of what is called the ``odds''
(
).
The inverse of the logit function is the
logistic function,
, to return the results of the linear model back
to the 0-1 range.
We can see the effect of the logistic function in the following plot. Essentially, it maps numbers from a range from minus infinity to plus infinity, to the range 0 to 1.