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Lecture

Logistic Regression: Interpretation & Feature Engineering

In course

ME-390: Foundations of artificial intelligence

This course provides the students with 1) a set of theoretical concepts to understand the machine learning approach; and 2) a subset of the tools to use this approach for problems arising in mechanical engineering applications. ...

Description

This lecture covers logistic regression, its probabilistic interpretation, and feature engineering techniques. Topics include overfitting/underfitting, train/test data, binary classification, logistic loss model, performance metrics, and data normalization methods.

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Instructor

Maryam Kamgarpour

Maryam Kamgarpour holds a Doctor of Philosophy in Engineering from the University of California, Berkeley and a Bachelor of Applied Science from University of Waterloo, Canada. Her research is on safe decision-making and control under uncertainty, game theory and mechanism design, mixed integer and stochastic optimization and control. Her theoretical research is motivated by control challenges arising in intelligent transportation networks, robotics, power grid systems and healthcare. She is the recipient of NASA High Potential Individual Award, NASA Excellence in Publication Award, and the European Union (ERC) Starting Grant.

Official source

Ontological neighbourhood

Statistics

Data analysis: Regression analysis

Related concepts (32)

Logistic regression

In statistics, the logistic model (or logit model) is a statistical model that models the probability of an event taking place by having the log-odds for the event be a linear combination of one or more independent variables. In regression analysis, logistic regression (or logit regression) is estimating the parameters of a logistic model (the coefficients in the linear combination).

Multinomial logistic regression

In statistics, multinomial logistic regression is a classification method that generalizes logistic regression to multiclass problems, i.e. with more than two possible discrete outcomes. That is, it is a model that is used to predict the probabilities of the different possible outcomes of a categorically distributed dependent variable, given a set of independent variables (which may be real-valued, binary-valued, categorical-valued, etc.).

Statistical classification

In statistics, classification is the problem of identifying which of a set of categories (sub-populations) an observation (or observations) belongs to. Examples are assigning a given email to the "spam" or "non-spam" class, and assigning a diagnosis to a given patient based on observed characteristics of the patient (sex, blood pressure, presence or absence of certain symptoms, etc.). Often, the individual observations are analyzed into a set of quantifiable properties, known variously as explanatory variables or features.

Binary classification

Binary classification is the task of classifying the elements of a set into two groups (each called class) on the basis of a classification rule. Typical binary classification problems include: Medical testing to determine if a patient has certain disease or not; Quality control in industry, deciding whether a specification has been met; In information retrieval, deciding whether a page should be in the result set of a search or not. Binary classification is dichotomization applied to a practical situation.

Probit model

In statistics, a probit model is a type of regression where the dependent variable can take only two values, for example married or not married. The word is a portmanteau, coming from probability + unit. The purpose of the model is to estimate the probability that an observation with particular characteristics will fall into a specific one of the categories; moreover, classifying observations based on their predicted probabilities is a type of binary classification model. A probit model is a popular specification for a binary response model.

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