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AI & Machine Learning · Foundational

Logistic Regression

A classification algorithm that applies the sigmoid function to a linear combination of features to output a probability.

Definition

Despite its name, logistic regression is used for classification. It models the log-odds of the positive class as linear in the features and is trained with cross-entropy loss. It is fast, interpretable and well calibrated, and extends to multiclass via softmax (multinomial) regression.

Example

Estimating the probability that a loan applicant will default.

Exam tip

Logistic regression is a classifier; the name trap appears often.

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