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Mastering Logistic Regression: A Step-by-Step Tutorial

Understanding the Logic: A Deep Dive into Logistic Regression Concepts

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This article is a down-to-earth guide on logistic regression, cutting through the technical jargon to explain the method’s nuts and bolts. We’ll walk through the basics, from understanding the sigmoid function to making sense of those coefficients. Whether you’re just starting with data science or want a refresher on logistic regression, this guide is here to demystify the process and make it practical for your time series projects.

Introduction to Logistic Regression

Logistic regression is a statistical method used for binary classification tasks, where the outcome variable is categorical and has two classes (0 and 1). It’s an extension of linear regression but adapted for predicting the probability of an observation belonging to one of the two classes.

In logistic regression, the logistic function (also called the sigmoid function) is used to map the linear combination of input features to a probability between 0 and 1.

The sigmoid function, also known as the logistic function, is a mathematical function that maps any real-valued number to a value between 0 and 1. It’s characterized by its S-shaped curve, which is why it’s often referred to as an “S-curve.”

The sigmoid function is defined by the following formula:

The following chart shows the Sigmoid function.

Sigmoid (logistic) function

To plot the previous chart, you can use the following code:

import numpy as np
import matplotlib.pyplot as plt

# Define the sigmoid function
def sigmoid(x):
return 1 / (1 + np.exp(-x))

# Generate x values
x_values = np.linspace(-7, 7, 200)

# Calculate corresponding y values using the sigmoid function
y_values = sigmoid(x_values)

# Plot the sigmoid function
plt.figure(figsize=(8, 6))
plt.plot(x_values, y_values, label='Sigmoid Function', color='blue')
plt.title('Sigmoid Function')
plt.xlabel('x')
plt.ylabel('sigmoid(x)')
plt.axhline(0, color='red'…

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Sofien Kaabar, CFA
Sofien Kaabar, CFA

Written by Sofien Kaabar, CFA

Top writer in Finance, Investing, Business | Trader & Author | Bookstore: https://sofienkaabar.myshopify.com/

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