Logistic regression

Introduction to Predictive Analytics in Python

Nele Verbiest, Ph.D

Data Scientist @PythonPredictions

Logistic regression: intuition

Logistic regression: the logit function

Output of $a*age + b$ is a real number
We want to predict a 0 or a 1
Logit function transforms $a*age + b$ to a probability

Logistic regression in Python

from sklearn import linear_model

logreg = linear_model.LogisticRegression()

X = basetable[["age"]]

y = basetable[["target"]]

logreg.fit(X,y)

print(logreg.coef_)

[[ 0.02449202]]

print(logreg.intercept_)

[-4.3299131]

Multivariate logistic regression

Univariate: $ax + b$

Multivariate: $a_1x_1 + a_2x_2 + ... + a_nx_n + b$

X = basetable[["age","max_gift","income_low"]]

y = basetable[["target"]]

logreg.fit(X,y)

print(logreg.coef_)

[[ 0.0243308   0.03906065 -0.76793773]]

print(logreg.intercept_)

[-8.80643545]

Let's practice!

Introduction to Predictive Analytics in Python