bugGNU Octave - Bugs: bug #60348, [octave forge] (statistics)...


bug #60348: [octave forge] (statistics) logistic_regression

Submitted by:  Muhali <muhali>
Submitted on:  Tue 06 Apr 2021 09:14:52 AM UTC  
Category:  Octave Forge Package Severity:  3 - Normal
Priority:  5 - Normal Item Group:  Incorrect Result
Status:  None Assigned to:  None
Originator Name:  Open/Closed:  Open
Release:  6.1.0 Operating System:  GNU/Linux

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Tue 06 Apr 2021 09:14:52 AM UTC, original submission:  

The code below shows that the logistic_regression function outputs incorrect probabilities.

pkg load statistics

urlwrite('http://archive.ics.uci.edu/ml/machine-learning-databases/spambase/spambase.data', '/tmp/spambase.data') ;
load /tmp/spambase.data

X = spambase(:,1:end-1) ;
Y = spambase(:,end) ;

[THETA, BETA, DEV, DL, D2L, P] = logistic_regression (Y, X) ;
P2 = 1 ./ (1 + exp(-(THETA - X * BETA))) ;

corr(P, Y)
corr(P2, Y)

Note that according to the docs, "P holds estimates for the conditional distribution of Y given X."

The results are corr(P,Y)=-0.12 and corr(P2,Y)=-0.88. The latter coincides with the results obtained by Matlab, using

[B DEV STATS] = mnrfit(X,Y+1) ;
P = mnrval(B,X) ;
corr(P, Y+1)

Inspecting P it turns out that, in this particular example, one has

P1(1:1813) = 1 - P2(1:1813)


P1(1814:end) = P2(1814:end)

This may or may not be related to similar open bugs of the same function, such as #56118 and #58651.

Muhali <muhali>


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