Logistic Regression

Binary logistic regression

Main characteristics

Relevant properties:

  • Assumes:

    • linearity between features and log-odds

    • independent observations

    • minimal multicollinearity

  • Supports Lasso (L1) and Ridge (L2) regularization to prevent overfitting.

  • Weight coefficients are interpretable

Multiclass Logistic Regression

  • Can handle multiple classes

  • But it just can use linear boundaries to separate data

Also known as Softmax Regression Model or Multinomial Logistic Regression:

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