Summary

In this chapter, we continued working on the online advertising click-through prediction project. This time, we overcame the categorical feature challenge with the one-hot encoding technique. We then resorted to a new classification algorithm logistic regression for its high scalability to large datasets. The in-depth discussion of the logistic regression algorithm started with the introduction of the logistic function, which led to the mechanics of the algorithm itself. It followed with how to train a logistic regression via gradient descent. After implementing a logistic regression classifier by hand and testing it on our click-through dataset, we learned how to train the logistic regression model via a more advanced manner, stochastic gradient descent, and adjusted our algorithm accordingly. We also practiced how to use the SGD-based logistic regression classifier from scikit-learn and applied it to our...