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Logistic Regression: Classification

Logistic regression is a classification algorithm used to predict binary or multi-class outcomes. It models the probability of the output belonging to each class using a logistic function. The logistic regression hypothesis represents the decision boundary, and the cost function is optimized during training to fit the parameters. Gradient descent is used to minimize the cost function by updating the parameters after each pass through the training set. For multi-class classification, a one-vs-all approach trains a separate logistic regression model for each class.
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0% found this document useful (0 votes)
78 views28 pages

Logistic Regression: Classification

Logistic regression is a classification algorithm used to predict binary or multi-class outcomes. It models the probability of the output belonging to each class using a logistic function. The logistic regression hypothesis represents the decision boundary, and the cost function is optimized during training to fit the parameters. Gradient descent is used to minimize the cost function by updating the parameters after each pass through the training set. For multi-class classification, a one-vs-all approach trains a separate logistic regression model for each class.
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We take content rights seriously. If you suspect this is your content, claim it here.
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Logistic

Regression
Classification
Machine Learning
Slides from CS-229 by Andrew Ng
Classification

Email: Spam / Not Spam?


Online Transactions: Fraudulent (Yes / No)?
Tumor: Malignant / Benign ?

0: “Negative Class” (e.g., benign tumor)


1: “Positive Class” (e.g., malignant tumor)

Andrew Ng
(Yes) 1

Malignant ?

(No) 0
Tumor Size Tumor Size

Threshold will change


because of these new points

Threshold classifier output at 0.5:


If , predict “y = 1”
If , predict “y = 0”
Andrew Ng
Classification: y = 0 or 1

can be > 1 or < 0

Logistic Regression:

Andrew Ng
Logistic
Regression
Hypothesis
Representation
Machine Learning
Logistic Regression Model
Want

0.5

Sigmoid function 0

Logistic function
Andrew Ng
Interpretation of Hypothesis Output
= estimated probability that y = 1 on input x

Example: If

Tell patient that 70% chance of tumor being malignant

“probability that y = 1, given x,


parameterized by ”

Andrew Ng
Logistic
Regression
Decision boundary

Machine Learning
Logistic regression 1

0.5

 0
z
Suppose predict “ “ if
Alternatively, if   𝑧 ≥ 0 ; 𝜃𝑇 𝑥 ≥ 0

predict “ “ if
Alternatively, if   𝑧 <0 ; 𝜃𝑇 𝑥< 0
Andrew Ng
Decision Boundary
x2 Linear decision boundary
3
2

1
Predict “ “ if  𝜃𝑇 𝑥 ≥ 0
1 2 3 x1
 
Suppose
Predict “ “ if
  𝑥1 + 𝑥 2 ≥ 3

Andrew Ng
Logistic
Regression
Cost function

Machine Learning
Training set:

m examples

How to choose parameters ?


Andrew Ng
Cost function
Linear regression:

“non-convex” “convex”

Andrew Ng
Logistic regression cost function

If y = 1

0 1 Andrew Ng
Logistic regression cost function

If y = 0

0 1 Andrew Ng
Logistic
Regression
Simplified cost function

Machine Learning
Logistic regression cost function

 𝐶𝑜𝑠𝑡
( h𝜃 (𝑥 ) , 𝑦 ) =− 𝑦𝑙𝑜𝑔 ( h𝜃 ( 𝑥 ) ) − (1 − 𝑦 ) log ⁡(1 −h 𝜃 ( 𝑥 ))

Andrew Ng
Logistic regression cost function

To fit parameters :

To make a prediction given new :


Output

Andrew Ng
Gradient Descent

Want :
Repeat

(simultaneously update all )

Andrew Ng
Gradient Descent

Want :
Repeat

(simultaneously update all )

Algorithm looks identical to linear regression!


What’s the difference then?
Andrew Ng
Recall
Linear regression:
  𝑛
𝑇
h𝜃 ( 𝑥 ) =∑ 𝜃 𝑖 𝑥 𝑖=𝜃 𝑥
𝑖=0
Logistic regression:

Andrew Ng
Gradient Descent

Want :
Repeat

(simultaneously update all )

Algorithm looks identical to linear regression!


The hypothesis  h𝜃 ( 𝑥 ) has changed now!
Andrew Ng
Logistic Regression (Binary Classification)

Want :
Repeat

(simultaneously update all )

How to extend for multi-class classification?


Andrew Ng
Logistic
Regression
Multi-class classification:
One-vs-all

Machine Learning
Multiclass classification
Email tagging: Work, Friends, Family, Hobby, etc.

Medical diagrams: Not ill, Cold, Flu, etc.

Weather: Sunny, Cloudy, Rain, Snow, etc.

Images: Cat, Table, Person, etc.

Andrew Ng
Binary classification: Multi-class classification:

x2 x2

x1 x1
Andrew Ng
x2
One-vs-all (one-vs-rest):

x1
x2 x2

x1 x1
x2
Class 1:
Class 2:
Class 3:
x1
Andrew Ng
One-vs-all

Train a logistic regression classifier for each


class to predict the probability that .

On a new input , to make a prediction, pick the


class that maximizes

Andrew Ng

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