"LogisticRegression"
(Machine Learning Method)

  • Method for Classify.
  • Models class probabilities with logistic functions of linear combinations of features.
  • Details & Suboptions
  • "LogisticRegression" models the log probabilities of each class with a linear combination of numerical features , , where corresponds to the parameters for class k. The estimation of the parameter matrix is done by minimizing the loss function sum_(i=1)^m-log(P_(theta)(class=y_i|x_i))+lambda_1 sum_(i=1)^nTemplateBox[{{theta, _, i}}, Abs]+(lambda_2)/2 sum_(i=1)^ntheta_i^2.
  • The following options can be given:
  • "L1Regularization"0value of in the loss function
    "L2Regularization"Automaticvalue of in the loss function
    "OptimizationMethod"Automaticwhat method to use
  • Possible settings for "OptimizationMethod" include:
  • "LBFGS"limited memory BroydenFletcherGoldfarbShanno algorithm
    "StochasticGradientDescent"stochastic gradient method
    "Newton"Newton method
  • Examples

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    Basic Examples  (2)

    Train a classifier function on labeled examples:

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    Look at the ClassifierInformation:

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    Classify a new example:

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    Generate some normally distributed data:

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    Visualize it:

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    Train a classifier on this dataset:

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    Plot the training set and the probability distribution of each class as a function of the features:

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    Options  (6)

    See Also

    Classify  ClassifierFunction  ClassifierMeasurements  ClassifierInformation  Predict  PredictorInformation  PredictorMeasurements  SequencePredict  ClusterClassify  LogisticSigmoid

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