Logistic Regression (1)

Classification

• Where y is a discrete value
  • Develop the logistic regression algorithm to determine what class a new input should fall into
• Classification problems
  • Email -> spam/not spam?
  • Online transactions -> fraudulent?
  • Tumor -> Malignant/benign
• Variable in these problems is Y
  • Y is either 0 or 1
    • 0 = negative class (absence of something)
    • 1 = positive class (presence of something)
• Start with binary class problems
  • Later look at multiclass classification problem, although this is just an extension of binary classification
• How do we develop a classification algorithm?
• • Tumour size vs malignancy (0 or 1)
  • We could use linear regression
  • • Then threshold the classifier output (i.e. anything over some value is yes, else no)
    • In our example below linear regression with thresholding seems to work

• We can see above this does a reasonable job of stratifying the data points into one of two classes
  • But what if we had a single Yes with a very small tumour 
  • This would lead to classifying all the existing yeses as nos
• Another issues with linear regression
  • We know Y is 0 or 1
  • Hypothesis can give values large than 1 or less than 0
• So, logistic regression generates a value where is always either 0 or 1
• • Logistic regression is a classification algorithm - don't be confused

Hypothesis representation

• What function is used to represent our hypothesis in classification
• We want our classifier to output values between 0 and 1
• • When using linear regression we did h_θ(x) = (θ^T x)
  • For classification hypothesis representation we do h_θ(x) = g((θ^T x))
  • • Where we define g(z)
      • z is a real number
    • g(z) = 1/(1 + e^-z)
      • This is the sigmoid function, or the logistic function
    • If we combine these equations we can write out the hypothesis as
      
• What does the sigmoid function look like
• Crosses 0.5 at the origin, then flattens out]
  • Asymptotes at 0 and 1

• Given this we need to fit θ to our data

Interpreting hypothesis output

• When our hypothesis (h_θ(x)) outputs a number, we treat that value as the estimated probability that y=1 on input x
  • Example
    • If X is a feature vector with x₀ = 1 (as always) and x₁ = tumourSize
    • h_θ(x) = 0.7
      • Tells a patient they have a 70% chance of a tumor being malignant
  • We can write this using the following notation
    • h_θ(x) = P(y=1|x ; θ)
  • What does this mean?
    • Probability that y=1, given x, parameterized by θ
• Since this is a binary classification task we know y = 0 or 1
  • So the following must be true
    • P(y=1|x ; θ) + P(y=0|x ; θ) = 1
    • P(y=0|x ; θ) = 1 - P(y=1|x ; θ)

Decision boundary

• Gives a better sense of what the hypothesis function is computing
• Better understand of what the hypothesis function looks like
  • One way of using the sigmoid function is;
    
    • When the probability of y being 1 is greater than 0.5 then we can predict y = 1
    • Else we predict y = 0
  • When is it exactly that h_θ(x) is greater than 0.5?
    • Look at sigmoid function
      • g(z) is greater than or equal to 0.5 when z is greater than or equal to 0
        
    • So if z is positive, g(z) is greater than 0.5
      • z = (θ^T x)
    • So when 
      • θ^T x >= 0 
    • Then h_θ >= 0.5
• So what we've shown is that the hypothesis predicts y = 1 when θ^T x >= 0 
  • The corollary of that when θ^T x <= 0 then the hypothesis predicts y = 0 
  • Let's use this to better understand how the hypothesis makes its predictions

Decision boundary

• h_θ(x) = g(θ₀ + θ₁x₁ + θ₂x₂)

• So, for example
  • θ₀ = -3
  • θ₁ = 1
  • θ₂ = 1
• So our parameter vector is a column vector with the above values
  • So, θ^T is a row vector = [-3,1,1]
• What does this mean?
• • The z here becomes θ^T x
  • We predict "y = 1" if
    • -3x₀ + 1x₁ + 1x₂ >= 0
    • -3 + x₁ + x₂ >= 0
• We can also re-write this as
  • If (x₁ + x₂ >= 3) then we predict y = 1
  • If we plot
    • x₁ + x₂ = 3 we graphically plot our decision boundary

• Means we have these two regions on the graph
• • Blue = false
  • Magenta = true
  • Line = decision boundary
  • • Concretely, the straight line is the set of points where h_θ(x) = 0.5 exactly
  • The decision boundary is a property of the hypothesis
    • Means we can create the boundary with the hypothesis and parameters without any data
      • Later, we use the data to determine the parameter values
    • i.e. y = 1 if
      • 5 - x₁ > 0
      • 5 > x₁

Non-linear decision boundaries

• Get logistic regression to fit a complex non-linear data set
• • Like polynomial regress add higher order terms
  • So say we have
  • • h_θ(x) = g(θ₀ + θ₁x₁+ θ₃x₁² + θ₄x₂²)
    • We take the transpose of the θ vector times the input vector 
    • • Say θ^T was [-1,0,0,1,1] then we say;
      • Predict that "y = 1" if
      • • -1 + x₁² + x₂² >= 0
          or
        • x₁² + x₂² >= 1
      • If we plot x₁² + x₂² = 1
        • This gives us a circle with a radius of 1 around 0

• Mean we can build more complex decision boundaries by fitting complex parameters to this (relatively) simple hypothesis
• More complex decision boundaries?
• • By using higher order polynomial terms, we can get even more complex decision boundaries

<source: http://www.holehouse.org, Coursera Machine learning class of Andrew Ng>