Book Image

Mastering Predictive Analytics with R

By : Rui Miguel Forte, Rui Miguel Forte
Book Image

Mastering Predictive Analytics with R

By: Rui Miguel Forte, Rui Miguel Forte

Overview of this book

Table of Contents (19 chapters)
Mastering Predictive Analytics with R
Credits
About the Author
Acknowledgments
About the Reviewers
www.PacktPub.com
Preface
Index

Introduction to logistic regression


In logistic regression, input features are linearly scaled just as with linear regression; however, the result is then fed as an input to the logistic function. This function provides a nonlinear transformation on its input and ensures that the range of the output, which is interpreted as the probability of the input belonging to class 1, lies in the interval [0,1]. The form of the logistic function is as follows:

Here is a plot of the logistic function:

When x = 0, the logistic function takes the value 0.5. As x tends to +∞, the exponential in the denominator vanishes and the function approaches the value 1. As x tends to -∞, the exponential, and hence the denominator, tends to move toward infinity and the function approaches the value 0. Thus, our output is guaranteed to be in the interval [0,1], which is necessary for it to be a probability.

Generalized linear models

Logistic regression belongs to a class of models known as generalized linear models (GLMs...