Unfortunately, if you ask a “data scientist” to explain the real machinery and rationale behind the logistic regression, his answer can hardly convince anyone, even if he (which I doubt)! They repeat the same “ambiguous” explanations about logit function and logodds and how much it looks like a line! “Look! It is so simple: ln(p/(1-p))=β₀+β₁ x”. Things even get worse when they want to justify the strange form of the “cost function”. My first goal in this post is to justify the cost function in a simple, but mathematically valid, language. …

Hamed Zakerzadeh

PhD in applied mathematics

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