An Introduction to Logistic Regression: from Basic Concepts to Interpretation with Particular Attention to Nursing Domain
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Logistic Regression, Dependencies, Non-Linear Data and Model Reduction
COMP6237 – Logistic Regression, Dependencies, Non-linear Data and Model Reduction Markus Brede [email protected] Lecture slides available here: http://users.ecs.soton.ac.uk/mb8/stats/datamining.html (Thanks to Jason Noble and Cosma Shalizi whose lecture materials I used to prepare) COMP6237: Logistic Regression ● Outline: – Introduction – Basic ideas of logistic regression – Logistic regression using R – Some underlying maths and MLE – The multinomial case – How to deal with non-linear data ● Model reduction and AIC – How to deal with dependent data – Summary – Problems Introduction ● Previous lecture: Linear regression – tried to predict a continuous variable from variation in another continuous variable (E.g. basketball ability from height) ● Here: Logistic regression – Try to predict results of a binary (or categorical) outcome variable Y from a predictor variable X – This is a classification problem: classify X as belonging to one of two classes – Occurs quite often in science … e.g. medical trials (will a patient live or die dependent on medication?) Dependent variable Y Predictor Variables X The Oscars Example ● A fictional data set that looks at what it takes for a movie to win an Oscar ● Outcome variable: Oscar win, yes or no? ● Predictor variables: – Box office takings in millions of dollars – Budget in millions of dollars – Country of origin: US, UK, Europe, India, other – Critical reception (scores 0 … 100) – Length of film in minutes – This (fictitious) data set is available here: https://www.southampton.ac.uk/~mb1a10/stats/filmData.txt Predicting Oscar Success ● Let's start simple and look at only one of the predictor variables ● Do big box office takings make Oscar success more likely? ● Could use same techniques as below to look at budget size, film length, etc. -
6.5 Applications of Exponential and Logarithmic Functions 469
6.5 Applications of Exponential and Logarithmic Functions 469 6.5 Applications of Exponential and Logarithmic Functions As we mentioned in Section 6.1, exponential and logarithmic functions are used to model a wide variety of behaviors in the real world. In the examples that follow, note that while the applications are drawn from many different disciplines, the mathematics remains essentially the same. Due to the applied nature of the problems we will examine in this section, the calculator is often used to express our answers as decimal approximations. 6.5.1 Applications of Exponential Functions Perhaps the most well-known application of exponential functions comes from the financial world. Suppose you have $100 to invest at your local bank and they are offering a whopping 5 % annual percentage interest rate. This means that after one year, the bank will pay you 5% of that $100, or $100(0:05) = $5 in interest, so you now have $105.1 This is in accordance with the formula for simple interest which you have undoubtedly run across at some point before. Equation 6.1. Simple Interest The amount of interest I accrued at an annual rate r on an investmenta P after t years is I = P rt The amount A in the account after t years is given by A = P + I = P + P rt = P (1 + rt) aCalled the principal Suppose, however, that six months into the year, you hear of a better deal at a rival bank.2 Naturally, you withdraw your money and try to invest it at the higher rate there. -
Auditor: an R Package for Model-Agnostic Visual Validation and Diagnostics
auditor: an R Package for Model-Agnostic Visual Validation and Diagnostics APREPRINT Alicja Gosiewska Przemysław Biecek Faculty of Mathematics and Information Science Faculty of Mathematics and Information Science Warsaw University of Technology Warsaw University of Technology Poland Faculty of Mathematics, Informatics and Mechanics [email protected] University of Warsaw Poland [email protected] May 27, 2020 ABSTRACT Machine learning models have spread to almost every area of life. They are successfully applied in biology, medicine, finance, physics, and other fields. With modern software it is easy to train even a complex model that fits the training data and results in high accuracy on test set. The problem arises when models fail confronted with the real-world data. This paper describes methodology and tools for model-agnostic audit. Introduced tech- niques facilitate assessing and comparing the goodness of fit and performance of models. In addition, they may be used for analysis of the similarity of residuals and for identification of outliers and influential observations. The examination is carried out by diagnostic scores and visual verification. Presented methods were implemented in the auditor package for R. Due to flexible and con- sistent grammar, it is simple to validate models of any classes. K eywords machine learning, R, diagnostics, visualization, modeling 1 Introduction Predictive modeling is a process that uses mathematical and computational methods to forecast outcomes. arXiv:1809.07763v4 [stat.CO] 26 May 2020 Lots of algorithms in this area have been developed and are still being develop. Therefore, there are countless possible models to choose from and a lot of ways to train a new new complex model. -
Logistic Regression Maths and Statistics Help Centre
Logistic regression Maths and Statistics Help Centre Many statistical tests require the dependent (response) variable to be continuous so a different set of tests are needed when the dependent variable is categorical. One of the most commonly used tests for categorical variables is the Chi-squared test which looks at whether or not there is a relationship between two categorical variables but this doesn’t make an allowance for the potential influence of other explanatory variables on that relationship. For continuous outcome variables, Multiple regression can be used for a) controlling for other explanatory variables when assessing relationships between a dependent variable and several independent variables b) predicting outcomes of a dependent variable using a linear combination of explanatory (independent) variables The maths: For multiple regression a model of the following form can be used to predict the value of a response variable y using the values of a number of explanatory variables: y 0 1x1 2 x2 ..... q xq 0 Constant/ intercept , 1 q co efficients for q explanatory variables x1 xq The regression process finds the co-efficients which minimise the squared differences between the observed and expected values of y (the residuals). As the outcome of logistic regression is binary, y needs to be transformed so that the regression process can be used. The logit transformation gives the following: p ln 0 1x1 2 x2 ..... q xq 1 p p p probabilty of event occuring e.g. person dies following heart attack, odds ratio 1- p If probabilities of the event of interest happening for individuals are needed, the logistic regression equation exp x x .... -
Chapter 10. Logistic Models
www.ck12.org Chapter 10. Logistic Models CHAPTER 10 Logistic Models Chapter Outline 10.1 LOGISTIC GROWTH MODEL 10.2 CONDITIONS FAVORING LOGISTIC GROWTH 10.3 REFERENCES 207 10.1. Logistic Growth Model www.ck12.org 10.1 Logistic Growth Model Here you will explore the graph and equation of the logistic function. Learning Objectives • Recognize logistic functions. • Identify the carrying capacity and inflection point of a logistic function. Logistic Models Exponential growth increases without bound. This is reasonable for some situations; however, for populations there is usually some type of upper bound. This can be caused by limitations on food, space or other scarce resources. The effect of this limiting upper bound is a curve that grows exponentially at first and then slows down and hardly grows at all. This is characteristic of a logistic growth model. The logistic equation is of the form: C C f (t) = 1+ab−t = 1+ae−kt The above equations represent the logistic function, and it contains three important pieces: C, a, and b. C determines that maximum value of the function, also known as the carrying capacity. C is represented by the dashed line in the graph below. 208 www.ck12.org Chapter 10. Logistic Models The constant of a in the logistic function is used much like a in the exponential function: it helps determine the value of the function at t=0. Specifically: C f (0) = 1+a The constant of b also follows a similar concept to the exponential function: it helps dictate the rate of change at the beginning and the end of the function. -
Generalized Linear Models
CHAPTER 6 Generalized linear models 6.1 Introduction Generalized linear modeling is a framework for statistical analysis that includes linear and logistic regression as special cases. Linear regression directly predicts continuous data y from a linear predictor Xβ = β0 + X1β1 + + Xkβk.Logistic regression predicts Pr(y =1)forbinarydatafromalinearpredictorwithaninverse-··· logit transformation. A generalized linear model involves: 1. A data vector y =(y1,...,yn) 2. Predictors X and coefficients β,formingalinearpredictorXβ 1 3. A link function g,yieldingavectoroftransformeddataˆy = g− (Xβ)thatare used to model the data 4. A data distribution, p(y yˆ) | 5. Possibly other parameters, such as variances, overdispersions, and cutpoints, involved in the predictors, link function, and data distribution. The options in a generalized linear model are the transformation g and the data distribution p. In linear regression,thetransformationistheidentity(thatis,g(u) u)and • the data distribution is normal, with standard deviation σ estimated from≡ data. 1 1 In logistic regression,thetransformationistheinverse-logit,g− (u)=logit− (u) • (see Figure 5.2a on page 80) and the data distribution is defined by the proba- bility for binary data: Pr(y =1)=y ˆ. This chapter discusses several other classes of generalized linear model, which we list here for convenience: The Poisson model (Section 6.2) is used for count data; that is, where each • data point yi can equal 0, 1, 2, ....Theusualtransformationg used here is the logarithmic, so that g(u)=exp(u)transformsacontinuouslinearpredictorXiβ to a positivey ˆi.ThedatadistributionisPoisson. It is usually a good idea to add a parameter to this model to capture overdis- persion,thatis,variationinthedatabeyondwhatwouldbepredictedfromthe Poisson distribution alone. -
Neural Network Architectures and Activation Functions: a Gaussian Process Approach
Fakultät für Informatik Neural Network Architectures and Activation Functions: A Gaussian Process Approach Sebastian Urban Vollständiger Abdruck der von der Fakultät für Informatik der Technischen Universität München zur Erlangung des akademischen Grades eines Doktors der Naturwissenschaften (Dr. rer. nat.) genehmigten Dissertation. Vorsitzender: Prof. Dr. rer. nat. Stephan Günnemann Prüfende der Dissertation: 1. Prof. Dr. Patrick van der Smagt 2. Prof. Dr. rer. nat. Daniel Cremers 3. Prof. Dr. Bernd Bischl, Ludwig-Maximilians-Universität München Die Dissertation wurde am 22.11.2017 bei der Technischen Universtät München eingereicht und durch die Fakultät für Informatik am 14.05.2018 angenommen. Neural Network Architectures and Activation Functions: A Gaussian Process Approach Sebastian Urban Technical University Munich 2017 ii Abstract The success of applying neural networks crucially depends on the network architecture being appropriate for the task. Determining the right architecture is a computationally intensive process, requiring many trials with different candidate architectures. We show that the neural activation function, if allowed to individually change for each neuron, can implicitly control many aspects of the network architecture, such as effective number of layers, effective number of neurons in a layer, skip connections and whether a neuron is additive or multiplicative. Motivated by this observation we propose stochastic, non-parametric activation functions that are fully learnable and individual to each neuron. Complexity and the risk of overfitting are controlled by placing a Gaussian process prior over these functions. The result is the Gaussian process neuron, a probabilistic unit that can be used as the basic building block for probabilistic graphical models that resemble the structure of neural networks. -
ROC Curve Analysis and Medical Decision Making
ROC curve analysis and medical decision making: what’s the evidence that matters for evidence-based diagnosis ? Piergiorgio Duca Biometria e Statistica Medica – Dipartimento di Scienze Cliniche Luigi Sacco – Università degli Studi – Via GB Grassi 74 – 20157 MILANO (ITALY) [email protected] 1) The ROC (Receiver Operating Characteristic) curve and the Area Under the Curve (AUC) The ROC curve is the statistical tool used to analyse the accuracy of a diagnostic test with multiple cut-off points. The test could be based on a continuous diagnostic indicant, such as a serum enzyme level, or just on an ordinal one, such as a classification based on radiological imaging. The ROC curve is based on the probability density distributions, in actually diseased and non diseased patients, of the diagnostician’s confidence in a positive diagnosis, and upon a set of cut-off points to separate “positive” and “negative” test results (Egan, 1968; Bamber, 1975; Swets, Pickett, 1982; Metz, 1986; Zhou et al, 2002). The Sensitivity (SE) – the proportion of diseased turned out to be test positive – and the Specificity (SP) – the proportion of non diseased turned out to be test negative – will depend on the particular confidence threshold the observer applies to partition the continuously distributed perceptions of evidence into positive and negative test results. The ROC curve is the plot of all the pairs of True Positive Rates (TPR = SE), as ordinate, and False Positive Rates (FPR = (1 – SP)), as abscissa, related to all the possible cut-off points. An ROC curve represents all of the compromises between SE and SP can be achieved, changing the confidence threshold. -
Estimating the Variance of a Propensity Score Matching Estimator for the Average Treatment Effect
Observational Studies 4 (2018) 71-96 Submitted 5/15; Published 3/18 Estimating the variance of a propensity score matching estimator for the average treatment effect Ronnie Pingel [email protected] Department of Statistics Uppsala University Uppsala, Sweden Abstract This study considers variance estimation when estimating the asymptotic variance of a propensity score matching estimator for the average treatment effect. We investigate the role of smoothing parameters in a variance estimator based on matching. We also study the properties of estimators using local linear estimation. Simulations demonstrate that large gains can be made in terms of mean squared error, bias and coverage rate by prop- erly selecting smoothing parameters. Alternatively, a residual-based local linear estimator could be used as an estimator of the asymptotic variance. The variance estimators are implemented in analysis to evaluate the effect of right heart catheterisation. Keywords: Average Causal Effect, Causal Inference, Kernel estimator 1. Introduction Matching estimators belong to a class of estimators of average treatment effects (ATEs) in observational studies that seek to balance the distributions of covariates in a treatment and control group (Stuart, 2010). In this study we consider one frequently used matching method, the simple nearest-neighbour matching with replacement (Rubin, 1973; Abadie and Imbens, 2006). Rosenbaum and Rubin (1983) show that instead of matching on covariates directly to remove confounding, it is sufficient to match on the propensity score. In observational studies the propensity score must almost always be estimated. An important contribution is therefore Abadie and Imbens (2016), who derive the large sample distribution of a nearest- neighbour propensity score matching estimator when using the estimated propensity score. -
Neural Networks
School of Computer Science 10-601B Introduction to Machine Learning Neural Networks Readings: Matt Gormley Bishop Ch. 5 Lecture 15 Murphy Ch. 16.5, Ch. 28 October 19, 2016 Mitchell Ch. 4 1 Reminders 2 Outline • Logistic Regression (Recap) • Neural Networks • Backpropagation 3 RECALL: LOGISTIC REGRESSION 4 Using gradient ascent for linear Recall… classifiers Key idea behind today’s lecture: 1. Define a linear classifier (logistic regression) 2. Define an objective function (likelihood) 3. Optimize it with gradient descent to learn parameters 4. Predict the class with highest probability under the model 5 Using gradient ascent for linear Recall… classifiers This decision function isn’t Use a differentiable function differentiable: instead: 1 T pθ(y =1t)= h(t)=sign(θ t) | 1+2tT( θT t) − sign(x) 1 logistic(u) ≡ −u 1+ e 6 Using gradient ascent for linear Recall… classifiers This decision function isn’t Use a differentiable function differentiable: instead: 1 T pθ(y =1t)= h(t)=sign(θ t) | 1+2tT( θT t) − sign(x) 1 logistic(u) ≡ −u 1+ e 7 Recall… Logistic Regression Data: Inputs are continuous vectors of length K. Outputs are discrete. (i) (i) N K = t ,y where t R and y 0, 1 D { }i=1 ∈ ∈ { } Model: Logistic function applied to dot product of parameters with input vector. 1 pθ(y =1t)= | 1+2tT( θT t) − Learning: finds the parameters that minimize some objective function. θ∗ = argmin J(θ) θ Prediction: Output is the most probable class. yˆ = `;Kt pθ(y t) y 0,1 | ∈{ } 8 NEURAL NETWORKS 9 Learning highly non-linear functions f: X à Y l f might be non-linear -
Lecture 5: Logistic Regression 1 MLE Derivation
CSCI 5525 Machine Learning Fall 2019 Lecture 5: Logistic Regression Feb 10 2020 Lecturer: Steven Wu Scribe: Steven Wu Last lecture, we give several convex surrogate loss functions to replace the zero-one loss func- tion, which is NP-hard to optimize. Now let us look into one of the examples, logistic loss: given d parameter w and example (xi; yi) 2 R × {±1g, the logistic loss of w on example (xi; yi) is defined as | ln (1 + exp(−yiw xi)) This loss function is used in logistic regression. We will introduce the statistical model behind logistic regression, and show that the ERM problem for logistic regression is the same as the relevant maximum likelihood estimation (MLE) problem. 1 MLE Derivation For this derivation it is more convenient to have Y = f0; 1g. Note that for any label yi 2 f0; 1g, we also have the “signed” version of the label 2yi − 1 2 {−1; 1g. Recall that in general su- pervised learning setting, the learner receive examples (x1; y1);:::; (xn; yn) drawn iid from some distribution P over labeled examples. We will make the following parametric assumption on P : | yi j xi ∼ Bern(σ(w xi)) where Bern denotes the Bernoulli distribution, and σ is the logistic function defined as follows 1 exp(z) σ(z) = = 1 + exp(−z) 1 + exp(z) See Figure 1 for a visualization of the logistic function. In general, the logistic function is a useful function to convert real values into probabilities (in the range of (0; 1)). If w|x increases, then σ(w|x) also increases, and so does the probability of Y = 1. -
Njit-Etd2007-041
Copyright Warning & Restrictions The copyright law of the United States (Title 17, United States Code) governs the making of photocopies or other reproductions of copyrighted material. Under certain conditions specified in the law, libraries and archives are authorized to furnish a photocopy or other reproduction. One of these specified conditions is that the photocopy or reproduction is not to be “used for any purpose other than private study, scholarship, or research.” If a, user makes a request for, or later uses, a photocopy or reproduction for purposes in excess of “fair use” that user may be liable for copyright infringement, This institution reserves the right to refuse to accept a copying order if, in its judgment, fulfillment of the order would involve violation of copyright law. Please Note: The author retains the copyright while the New Jersey Institute of Technology reserves the right to distribute this thesis or dissertation Printing note: If you do not wish to print this page, then select “Pages from: first page # to: last page #” on the print dialog screen The Van Houten library has removed some of the personal information and all signatures from the approval page and biographical sketches of theses and dissertations in order to protect the identity of NJIT graduates and faculty. ABSTRACT PROBLEMS RELATED TO EFFICACY MEASUREMENT AND ANALYSES by Sibabrata Banerjee In clinical research it is very common to compare two treatments on the basis of an efficacy vrbl Mr pfll f Χ nd Υ dnt th rpn f ptnt n th t trtnt A nd rptvl th