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diff --git a/SI/Resource/Data Science/Machine Learning/Contents/Logistic Regression.md b/SI/Resource/Data Science/Machine Learning/Contents/Logistic Regression.md new file mode 100644 index 0000000..24b714e --- /dev/null +++ b/SI/Resource/Data Science/Machine Learning/Contents/Logistic Regression.md @@ -0,0 +1,47 @@ +--- +id: 2023-12-18 +aliases: December 18, 2023 +tags: +- link-note +- Data-Science +- Machine-Learning +- Logistic-Regression +--- + +# Logistic Regression + +$$Y = \begin{cases} 1 & \text{if korean} \\ 2 & \text{if american} \\ 3 & \text{if japanese} \end{cases} \qquad\qquad\qquad Y = \begin{cases} 1 & \text{if american} \\ 2 & \text{if korean} \\ 3 & \text{if japanese} \end{cases}$$ + +- In general regression, the results vary depending on the order (size) of the labels +- A different loss function or model is needed +- The logistic regression model is a regression model in the form of a logistic function. +- The predicted value changes depending on the value of wX. + 1. If $w^{T}X > 0$: classified as 1. + 2. If $w^{T} X< 0$: classified as 0. +- How should the loss function be defined to find the optimal value of the parameter *w*? + +## Odds + +- The odds ratio represents how many times higher the probability of success (y=1) is compared to the probability of failure (y=0) +- $odds = \dfrac{p(y=1|x)}{1-p(y=1|x)}$ + +## Logit + +- The function form of taking the logarithm of odds +- When the range of input probability (p) is [0,1], it outputs [$-\infty$, $+\infty$] +- $logit(p) = log(odds) = log\dfrac{p(y=1|x)}{1-p(y=1|x)}$ + +## Logistic Function + +- The inverse function of the logit transformation +- $logit(p) = log(odds) = log\dfrac{p(y=1|x)}{1-p(y=1|x)} = w_{0}+ w_1x_{1}+ \dots + w_Dx_{D}= w^TX$ +- $p(y = 1|x) = \dfrac{e^{w^{T}X}}{1 + e^{w^{T}X}} = \dfrac{1}{1 + e^{-w^TX}}$ +- Therefore, the logistic function is a combination of linear regression and the sigmoid function + +## Bayes' Theorem + +- $P(w|X) = \dfrac{P(X|w)P(w)}{P(X)} \propto P(X|w)P(w)$ +- **[[Posterior]]** probability, $P(w|X)$: The probability distribution of a hypothesis given the data (reliability). +- **Likelihood** probability, $P(X|W)$: The distribution of given data assuming a hypothesis is known, albeit not well understood. +- **Prior** probability, $P(w)$: The probability of a hypothesis known in general before looking at the data. +- There are two methods to estimate the hypothesis (model parameters) using these probabilities: [[Maximum Likelihood Estimation]] (**MLE**) and [[Maximum A Posteriori]] (**MAP**)
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