More on Logistic Regression

Here is an introductory example of how to apply scikit-learn to implement logistic regression. As you follow this programming example, make sure you understand how the variable definitions relate to the algorithm.

Logistic regression is used to model the probability of a certain class or classes based on modeling data.

The term logistic refers to the logistic curve used as the basis for logistic regression analysis.

Prediction results are assigned a probability between 0 (lowest score) and 1 (highest score).

Logistic (s curve) functions are used, which have the shape:



Mathematical Model

Key aspects of the model include:


Odds of Something Occurring

An example is the odds that a sports team will win a given game.


Log-odds (logit) of Odds

This is the logarithm to a given base of odds.

Logarithms

This is the inverse of exponentiation.

Probabilities

This is the likelihood that an event will occur expressed in a range from 0 to 1.


Model Equations

 d = \beta _0 + \beta _1x_1 + \beta _nx_n

o = \dfrac{p}{1-p} = b^d

l=log_b (o) = d

p = \dfrac{d}{d+1}

where:

d dot product of the vectors \beta, x

o odds, which range from 0 to infinity

l log-odds (logarithm of the odds)

b base - a positive real number not equal to 1, typically 2, 10 or e

p probability, which ranges from 0 to 1, that the predicted variable equals 1

 \beta_i parameters of the model

x_i predictors of the model


Python Example

To download the code below, click here.

"""
logistic_regression_with_scikit_learn.py
trains and uses a model to predict one of three classes for each input
"""

# Import needed libraries.
import random
from sklearn.datasets import load_iris
from sklearn.linear_model import LogisticRegression

# Set parameters.
number_of_prediction_inputs = 100

# Load test data.
X, y = load_iris(return_X_y=True)
print("X - Data Features:")
print(X)
print("y - Data Classes:")
print(y)

# Instantiate a model.
model = LogisticRegression(random_state=0)

# Train the model.
estimator = model.fit(X, y)

# Get the training score (accuracy).
score = estimator.score(X, y)
print("Score:")
print(score)

# Create shuffled prediction input data.
shuffled_input_data = X
random.shuffle(shuffled_input_data)
print("Shuffled Input Data:")
print(shuffled_input_data)

# Get prediction input data from the shuffled training data.
prediction_input = shuffled_input_data[:number_of_prediction_inputs, :]
print("Prediction Input:")
print(prediction_input)

# Make predictions.
predicted_classes = estimator.predict(prediction_input)
print("Predicted Classes: ")
print(predicted_classes)

# Get prediction probabilities for each class.
probabilities = estimator.predict_proba(prediction_input)
print("Probabilities: ")
print(probabilities)


Output is below:

X - Data Features:

 [[5.1 3.5 1.4 0.2]
 [4.9 3.  1.4 0.2]
 [4.7 3.2 1.3 0.2]
 [4.6 3.1 1.5 0.2]
 [5.  3.6 1.4 0.2]
 [5.4 3.9 1.7 0.4]
 [4.6 3.4 1.4 0.3]
 [5.  3.4 1.5 0.2]
 [4.4 2.9 1.4 0.2]
 [4.9 3.1 1.5 0.1]
 [5.4 3.7 1.5 0.2]
 [4.8 3.4 1.6 0.2]
 [4.8 3.  1.4 0.1]
 [4.3 3.  1.1 0.1]
 [5.8 4.  1.2 0.2]
 [5.7 4.4 1.5 0.4]
 [5.4 3.9 1.3 0.4]
 [5.1 3.5 1.4 0.3]
 [5.7 3.8 1.7 0.3]
 [5.1 3.8 1.5 0.3]
 [5.4 3.4 1.7 0.2]
 [5.1 3.7 1.5 0.4]
 [4.6 3.6 1.  0.2]
 [5.1 3.3 1.7 0.5]
 [4.8 3.4 1.9 0.2]
 [5.  3.  1.6 0.2]
 [5.  3.4 1.6 0.4]
 [5.2 3.5 1.5 0.2]
 [5.2 3.4 1.4 0.2]
 [4.7 3.2 1.6 0.2]
 [4.8 3.1 1.6 0.2]
 [5.4 3.4 1.5 0.4]
 [5.2 4.1 1.5 0.1]
 [5.5 4.2 1.4 0.2]
 [4.9 3.1 1.5 0.1]
 [5.  3.2 1.2 0.2]
 [5.5 3.5 1.3 0.2]
 [4.9 3.1 1.5 0.1]
 [4.4 3.  1.3 0.2]
 [5.1 3.4 1.5 0.2]
 [5.  3.5 1.3 0.3]
 [4.5 2.3 1.3 0.3]
 [4.4 3.2 1.3 0.2]
 [5.  3.5 1.6 0.6]
 [5.1 3.8 1.9 0.4]
 [4.8 3.  1.4 0.3]
 [5.1 3.8 1.6 0.2]
 [4.6 3.2 1.4 0.2]
 [5.3 3.7 1.5 0.2]
 [5.  3.3 1.4 0.2]
 [7.  3.2 4.7 1.4]
 [6.4 3.2 4.5 1.5]
 [6.9 3.1 4.9 1.5]
 [5.5 2.3 4.  1.3]
 [6.5 2.8 4.6 1.5]
 [5.7 2.8 4.5 1.3]
 [6.3 3.3 4.7 1.6]
 [4.9 2.4 3.3 1. ]
 [6.6 2.9 4.6 1.3]
 [5.2 2.7 3.9 1.4]
 [5.  2.  3.5 1. ]
 [5.9 3.  4.2 1.5]
 [6.  2.2 4.  1. ]
 [6.1 2.9 4.7 1.4]
 [5.6 2.9 3.6 1.3]
 [6.7 3.1 4.4 1.4]
 [5.6 3.  4.5 1.5]
 [5.8 2.7 4.1 1. ]
 [6.2 2.2 4.5 1.5]
 [5.6 2.5 3.9 1.1]
 [5.9 3.2 4.8 1.8]
 [6.1 2.8 4.  1.3]
 [6.3 2.5 4.9 1.5]
 [6.1 2.8 4.7 1.2]
 [6.4 2.9 4.3 1.3]
 [6.6 3.  4.4 1.4]
 [6.8 2.8 4.8 1.4]
 [6.7 3.  5.  1.7]
 [6.  2.9 4.5 1.5]
 [5.7 2.6 3.5 1. ]
 [5.5 2.4 3.8 1.1]
 [5.5 2.4 3.7 1. ]
 [5.8 2.7 3.9 1.2]
 [6.  2.7 5.1 1.6]
 [5.4 3.  4.5 1.5]
 [6.  3.4 4.5 1.6]
 [6.7 3.1 4.7 1.5]
 [6.3 2.3 4.4 1.3]
 [5.6 3.  4.1 1.3]
 [5.5 2.5 4.  1.3]
 [5.5 2.6 4.4 1.2]
 [6.1 3.  4.6 1.4]
 [5.8 2.6 4.  1.2]
 [5.  2.3 3.3 1. ]
 [5.6 2.7 4.2 1.3]
 [5.7 3.  4.2 1.2]
 [5.7 2.9 4.2 1.3]
 [6.2 2.9 4.3 1.3]
 [5.1 2.5 3.  1.1]
 [5.7 2.8 4.1 1.3]
 [6.3 3.3 6.  2.5]
 [5.8 2.7 5.1 1.9]
 [7.1 3.  5.9 2.1]
 [6.3 2.9 5.6 1.8]
 [6.5 3.  5.8 2.2]
 [7.6 3.  6.6 2.1]
 [4.9 2.5 4.5 1.7]
 [7.3 2.9 6.3 1.8]
 [6.7 2.5 5.8 1.8]
 [7.2 3.6 6.1 2.5]
 [6.5 3.2 5.1 2. ]
 [6.4 2.7 5.3 1.9]
 [6.8 3.  5.5 2.1]
 [5.7 2.5 5.  2. ]
 [5.8 2.8 5.1 2.4]
 [6.4 3.2 5.3 2.3]
 [6.5 3.  5.5 1.8]
 [7.7 3.8 6.7 2.2]
 [7.7 2.6 6.9 2.3]
 [6.  2.2 5.  1.5]
 [6.9 3.2 5.7 2.3]
 [5.6 2.8 4.9 2. ]
 [7.7 2.8 6.7 2. ]
 [6.3 2.7 4.9 1.8]
 [6.7 3.3 5.7 2.1]
 [7.2 3.2 6.  1.8]
 [6.2 2.8 4.8 1.8]
 [6.1 3.  4.9 1.8]
 [6.4 2.8 5.6 2.1]
 [7.2 3.  5.8 1.6]
 [7.4 2.8 6.1 1.9]
 [7.9 3.8 6.4 2. ]
 [6.4 2.8 5.6 2.2]
 [6.3 2.8 5.1 1.5]
 [6.1 2.6 5.6 1.4]
 [7.7 3.  6.1 2.3]
 [6.3 3.4 5.6 2.4]
 [6.4 3.1 5.5 1.8]
 [6.  3.  4.8 1.8]
 [6.9 3.1 5.4 2.1]
 [6.7 3.1 5.6 2.4]
 [6.9 3.1 5.1 2.3]
 [5.8 2.7 5.1 1.9]
 [6.8 3.2 5.9 2.3]
 [6.7 3.3 5.7 2.5]
 [6.7 3.  5.2 2.3]
 [6.3 2.5 5.  1.9]
 [6.5 3.  5.2 2. ]
 [6.2 3.4 5.4 2.3]
 [5.9 3.  5.1 1.8]]


y - Data Classes:

 [0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 2 2 2 2 2 2 2 2 2 2 2
 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2
 2 2]

Score:

 0.96 


Shuffled Input Data:

 [[5.1 3.5 1.4 0.2]
 [5.1 3.5 1.4 0.2]
 [4.7 3.2 1.3 0.2]
 [4.7 3.2 1.3 0.2]
 [4.7 3.2 1.3 0.2]
 [5.1 3.5 1.4 0.2]
 [4.7 3.2 1.3 0.2]
 [5.  3.6 1.4 0.2]
 [4.9 3.  1.4 0.2]
 [4.6 3.1 1.5 0.2]
 [5.  3.4 1.5 0.2]
 [5.4 3.9 1.7 0.4]
 [4.6 3.4 1.4 0.3]
 [4.8 3.  1.4 0.1]
 [4.8 3.  1.4 0.1]
 [5.  3.4 1.5 0.2]
 [5.4 3.9 1.3 0.4]
 [4.9 3.  1.4 0.2]
 [4.6 3.1 1.5 0.2]
 [4.6 3.4 1.4 0.3]
 [5.4 3.9 1.3 0.4]
 [5.1 3.7 1.5 0.4]
 [4.8 3.  1.4 0.1]
 [5.4 3.7 1.5 0.2]
 [5.7 4.4 1.5 0.4]
 [5.8 4.  1.2 0.2]
 [5.4 3.9 1.7 0.4]
 [5.4 3.9 1.7 0.4]
 [5.2 3.4 1.4 0.2]
 [5.8 4.  1.2 0.2]
 [4.8 3.  1.4 0.1]
 [5.4 3.7 1.5 0.2]
 [4.7 3.2 1.3 0.2]
 [4.6 3.6 1.  0.2]
 [5.8 4.  1.2 0.2]
 [4.8 3.4 1.9 0.2]
 [5.1 3.8 1.5 0.3]
 [5.  3.6 1.4 0.2]
 [5.1 3.7 1.5 0.4]
 [4.9 3.  1.4 0.2]
 [4.7 3.2 1.6 0.2]
 [5.1 3.5 1.4 0.3]
 [4.4 2.9 1.4 0.2]
 [4.9 3.1 1.5 0.1]
 [5.  3.5 1.3 0.3]
 [5.4 3.4 1.7 0.2]
 [4.8 3.  1.4 0.3]
 [5.  3.2 1.2 0.2]
 [4.9 3.1 1.5 0.1]
 [5.  3.4 1.6 0.4]
 [5.4 3.9 1.3 0.4]
 [4.7 3.2 1.6 0.2]
 [4.6 3.1 1.5 0.2]
 [4.8 3.  1.4 0.1]
 [5.  3.5 1.3 0.3]
 [4.5 2.3 1.3 0.3]
 [5.1 3.5 1.4 0.3]
 [5.  3.2 1.2 0.2]
 [4.9 2.4 3.3 1. ]
 [5.  3.4 1.5 0.2]
 [5.1 3.4 1.5 0.2]
 [5.7 2.8 4.5 1.3]
 [5.1 3.4 1.5 0.2]
 [5.1 3.5 1.4 0.2]
 [5.1 3.8 1.6 0.2]
 [6.7 3.1 4.4 1.4]
 [5.1 3.5 1.4 0.2]
 [4.8 3.  1.4 0.3]
 [4.5 2.3 1.3 0.3]
 [4.9 3.  1.4 0.2]
 [6.2 2.2 4.5 1.5]
 [5.7 4.4 1.5 0.4]
 [5.1 3.5 1.4 0.2]
 [5.2 2.7 3.9 1.4]
 [4.9 3.  1.4 0.2]
 [5.  3.4 1.6 0.4]
 [6.2 2.2 4.5 1.5]
 [5.1 3.5 1.4 0.2]
 [5.2 4.1 1.5 0.1]
 [5.1 3.8 1.6 0.2]
 [5.4 3.4 1.7 0.2]
 [4.4 3.  1.3 0.2]
 [6.1 2.8 4.  1.3]
 [5.  3.4 1.6 0.4]
 [5.2 3.4 1.4 0.2]
 [6.1 2.9 4.7 1.4]
 [5.8 4.  1.2 0.2]
 [6.  3.4 4.5 1.6]
 [6.4 2.9 4.3 1.3]
 [5.1 3.8 1.6 0.2]
 [5.8 4.  1.2 0.2]
 [5.7 2.8 4.5 1.3]
 [4.6 3.1 1.5 0.2]
 [5.1 3.3 1.7 0.5]
 [5.4 3.4 1.7 0.2]
 [5.1 3.5 1.4 0.3]
 [5.5 4.2 1.4 0.2]
 [5.4 3.  4.5 1.5]
 [6.2 2.2 4.5 1.5]
 [5.4 3.4 1.5 0.4]
 [4.6 3.4 1.4 0.3]
 [6.7 3.1 4.4 1.4]
 [5.2 4.1 1.5 0.1]
 [6.9 3.1 4.9 1.5]
 [5.4 3.4 1.7 0.2]
 [5.1 3.8 1.6 0.2]
 [5.  3.4 1.6 0.4]
 [5.8 2.6 4.  1.2]
 [4.3 3.  1.1 0.1]
 [5.1 3.5 1.4 0.3]
 [5.1 3.8 1.6 0.2]
 [5.8 2.7 5.1 1.9]
 [5.9 3.  4.2 1.5]
 [5.8 2.7 4.1 1. ]
 [6.3 3.3 4.7 1.6]
 [5.4 3.  4.5 1.5]
 [5.4 3.4 1.5 0.4]
 [6.3 3.3 4.7 1.6]
 [5.2 3.4 1.4 0.2]
 [5.7 2.6 3.5 1. ]
 [6.2 2.2 4.5 1.5]
 [6.3 3.3 6.  2.5]
 [5.6 2.7 4.2 1.3]
 [6.5 3.  5.5 1.8]
 [5.2 3.5 1.5 0.2]
 [5.1 3.8 1.6 0.2]
 [5.1 3.5 1.4 0.2]
 [7.7 3.8 6.7 2.2]
 [5.4 3.9 1.3 0.4]
 [7.7 3.8 6.7 2.2]
 [6.8 2.8 4.8 1.4]
 [6.3 2.7 4.9 1.8]
 [5.9 3.  4.2 1.5]
 [5.8 2.6 4.  1.2]
 [5.2 3.4 1.4 0.2]
 [5.8 2.7 5.1 1.9]
 [5.1 3.8 1.9 0.4]
 [6.3 3.3 4.7 1.6]
 [6.8 3.  5.5 2.1]
 [6.1 2.8 4.7 1.2]
 [4.9 2.5 4.5 1.7]
 [5.7 2.5 5.  2. ]
 [6.9 3.1 5.4 2.1]
 [5.5 3.5 1.3 0.2]
 [5.  2.3 3.3 1. ]
 [5.8 2.8 5.1 2.4]
 [5.5 4.2 1.4 0.2]
 [5.7 2.9 4.2 1.3]
 [4.9 3.  1.4 0.2]
 [5.  3.5 1.6 0.6]]

Prediction Input:

 [[5.1 3.5 1.4 0.2]
 [5.1 3.5 1.4 0.2]
 [4.7 3.2 1.3 0.2]
 [4.7 3.2 1.3 0.2]
 [4.7 3.2 1.3 0.2]
 [5.1 3.5 1.4 0.2]
 [4.7 3.2 1.3 0.2]
 [5.  3.6 1.4 0.2]
 [4.9 3.  1.4 0.2]
 [4.6 3.1 1.5 0.2]
 [5.  3.4 1.5 0.2]
 [5.4 3.9 1.7 0.4]
 [4.6 3.4 1.4 0.3]
 [4.8 3.  1.4 0.1]
 [4.8 3.  1.4 0.1]
 [5.  3.4 1.5 0.2]
 [5.4 3.9 1.3 0.4]
 [4.9 3.  1.4 0.2]
 [4.6 3.1 1.5 0.2]
 [4.6 3.4 1.4 0.3]
 [5.4 3.9 1.3 0.4]
 [5.1 3.7 1.5 0.4]
 [4.8 3.  1.4 0.1]
 [5.4 3.7 1.5 0.2]
 [5.7 4.4 1.5 0.4]
 [5.8 4.  1.2 0.2]
 [5.4 3.9 1.7 0.4]
 [5.4 3.9 1.7 0.4]
 [5.2 3.4 1.4 0.2]
 [5.8 4.  1.2 0.2]
 [4.8 3.  1.4 0.1]
 [5.4 3.7 1.5 0.2]
 [4.7 3.2 1.3 0.2]
 [4.6 3.6 1.  0.2]
 [5.8 4.  1.2 0.2]
 [4.8 3.4 1.9 0.2]
 [5.1 3.8 1.5 0.3]
 [5.  3.6 1.4 0.2]
 [5.1 3.7 1.5 0.4]
 [4.9 3.  1.4 0.2]
 [4.7 3.2 1.6 0.2]
 [5.1 3.5 1.4 0.3]
 [4.4 2.9 1.4 0.2]
 [4.9 3.1 1.5 0.1]
 [5.  3.5 1.3 0.3]
 [5.4 3.4 1.7 0.2]
 [4.8 3.  1.4 0.3]
 [5.  3.2 1.2 0.2]
 [4.9 3.1 1.5 0.1]
 [5.  3.4 1.6 0.4]
 [5.4 3.9 1.3 0.4]
 [4.7 3.2 1.6 0.2]
 [4.6 3.1 1.5 0.2]
 [4.8 3.  1.4 0.1]
 [5.  3.5 1.3 0.3]
 [4.5 2.3 1.3 0.3]
 [5.1 3.5 1.4 0.3]
 [5.  3.2 1.2 0.2]
 [4.9 2.4 3.3 1. ]
 [5.  3.4 1.5 0.2]
 [5.1 3.4 1.5 0.2]
 [5.7 2.8 4.5 1.3]
 [5.1 3.4 1.5 0.2]
 [5.1 3.5 1.4 0.2]
 [5.1 3.8 1.6 0.2]
 [6.7 3.1 4.4 1.4]
 [5.1 3.5 1.4 0.2]
 [4.8 3.  1.4 0.3]
 [4.5 2.3 1.3 0.3]
 [4.9 3.  1.4 0.2]
 [6.2 2.2 4.5 1.5]
 [5.7 4.4 1.5 0.4]
 [5.1 3.5 1.4 0.2]
 [5.2 2.7 3.9 1.4]
 [4.9 3.  1.4 0.2]
 [5.  3.4 1.6 0.4]
 [6.2 2.2 4.5 1.5]
 [5.1 3.5 1.4 0.2]
 [5.2 4.1 1.5 0.1]
 [5.1 3.8 1.6 0.2]
 [5.4 3.4 1.7 0.2]
 [4.4 3.  1.3 0.2]
 [6.1 2.8 4.  1.3]
 [5.  3.4 1.6 0.4]
 [5.2 3.4 1.4 0.2]
 [6.1 2.9 4.7 1.4]
 [5.8 4.  1.2 0.2]
 [6.  3.4 4.5 1.6]
 [6.4 2.9 4.3 1.3]
 [5.1 3.8 1.6 0.2]
 [5.8 4.  1.2 0.2]
 [5.7 2.8 4.5 1.3]
 [4.6 3.1 1.5 0.2]
 [5.1 3.3 1.7 0.5]
 [5.4 3.4 1.7 0.2]
 [5.1 3.5 1.4 0.3]
 [5.5 4.2 1.4 0.2]
 [5.4 3.  4.5 1.5]
 [6.2 2.2 4.5 1.5]
 [5.4 3.4 1.5 0.4]]

Predicted Classes:

 [0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 1 0 0 0 1 0 0 0 0 1 0 0 1
 0 0 1 0 0 0 0 0 1 0 0 1 0 2 1 0 0 1 0 0 0 0 0 2 1 0]

Probabilities:

 [[8.79681649e-01 1.20307538e-01 1.08131372e-05]
 [8.79681649e-01 1.20307538e-01 1.08131372e-05]
 [8.53796795e-01 1.46177302e-01 2.59031285e-05]
 [8.53796795e-01 1.46177302e-01 2.59031285e-05]
 [8.53796795e-01 1.46177302e-01 2.59031285e-05]
 [8.79681649e-01 1.20307538e-01 1.08131372e-05]
 [8.53796795e-01 1.46177302e-01 2.59031285e-05]
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Source: Don Cowan, https://www.ml-science.com/logistic-regression
Creative Commons License This work is licensed under a Creative Commons Attribution 4.0 License.

Last modified: Tuesday, September 27, 2022, 5:45 PM