Logistic regression

As we have seen earlier, one problem with linear regression is that it tends to underfit the data. This gives us the lowest mean-squared error for unbiased estimators. With the underfit model, we will not get the best predictions. There are some ways to reduce this mean-squared error by adding some bias to our estimator.

Logistic regression is one of the ways to fit models for data that have true or false responses. Linear regression cannot predict all the probabilities directly, but logistic regression can. In addition, the predicted probabilities can be calibrated better when compared to the results from Naive Bayes.

For this discussion, by keeping our focus on the binary response, we can set the value of 1 to true and 0 to false. The logistic regression model assumes that the input variables can be scaled by the inverse log function; therefore, another way to take a look at this is that the log of the observed y value can be expressed as a linear combination of the...