bugGNU Octave - Bugs: bug #58651, [octave-forge](statistics)...


bug #58651: [octave-forge](statistics) logistic_regression: what is actually done with >2 categories?

Submitted by:  Muhali <muhali>
Submitted on:  Wed 24 Jun 2020 01:02:45 PM UTC  
Category:  Octave Forge Package Severity:  3 - Normal
Priority:  5 - Normal Item Group:  Documentation
Status:  Confirmed Assigned to:  None
Originator Name:  Open/Closed:  Open
Release:  5.2.0 Operating System:  GNU/Linux

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Fri 26 Jun 2020 03:56:21 PM UTC, comment #1: 

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)

Muhali <muhali>
Wed 24 Jun 2020 01:02:45 PM UTC, original submission:  

according to the help text, the logistic_regression function fits the model

logit (gamma_i (x)) = theta_i - beta' * x,   i = 1 ... k-1

that is, a unique beta across all categories. This is in contrast to the multinomial regressions that I know of, such as the Matlab function mnrfit, or as described here.

I think this needs to be clarified or corrected.

Muhali <muhali>


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    Follow 4 latest changes.

    Date Changed by Updated Field Previous Value => Replaced by
    2020-06-24 rik5 Carbon-CopyRemoved 72865 => -
    2020-06-24 rik5 CategoryNone => Octave Forge Package
        Item GroupNone => Documentation
        StatusNone => Confirmed

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