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[Octave-bug-tracker] [bug #58651] [octave-forge](statistics) logistic_re


From: Muhali
Subject: [Octave-bug-tracker] [bug #58651] [octave-forge](statistics) logistic_regression: what is actually done with >2 categories?
Date: Fri, 26 Jun 2020 11:56:21 -0400 (EDT)
User-agent: Mozilla/5.0 (X11; Linux x86_64; rv:77.0) Gecko/20100101 Firefox/77.0

Follow-up Comment #1, bug #58651 (project octave):

I now have the impression that it must actually read

logit (gamma_i (x)) = -theta_i + beta' * x

This is demonstrated by the following code:


n = 3 ;
x = linspace(0, 5, 2*n)' ;
y = [zeros(n,1) ; ones(n,1)] ;
[theta, beta] = logistic_regression (y, x) ;

flog = @(z) 1 ./ (1 + exp(-z)) ;                # the logistic function
flin = @(theta, beta, x) -theta + beta * x ;    # the linear part of the
predictor

clf ;
yh = flog(flin(theta, beta, x)) ;
plot(x, [y yh], "x")

## to actually see the logistic function
hold on
n = 50 ;
x_d = linspace(0, 5, n)' ;
yh_d = flog(flin(theta, beta, x_d)) ;
plot(x_d, yh_d)



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