Mastering Predictive Analytics with R - Second Edition

Introduction to logistic regression

In logistic regression, input features are linearly scaled just as with linear regression; however, the result is then fed as an input to the logistic function. This function provides a nonlinear transformation on its input and ensures that the range of the output, which is interpreted as the probability of the input belonging to class 1, lies in the interval [0,1]. The form of the logistic function is as follows:

Here is a plot of the logistic function:

When x = 0, the logistic function takes the value 0.5. As