Logistic Regression - THE MATH YOU SHOULD KNOW!

In this video, we are going to take a look at a popular machine learning classification model -- logistic regression. We will also see the math you need to know.
My linear regression video: • Linear Regression and ...
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Пікірлер: 129

  • @UnPuntoyComa
    @UnPuntoyComa3 жыл бұрын

    This is the most clearly explained and well developed video about the issue I have seen. Most explanations stop with the maximization of the log likelihood function, and I couldn't find how it is maximized until now. I didn't understand a bit, but it's better to know that something is beyond my comprehension than not knowing what it is. Thank you! Subscribed.

  • @jerrylu532
    @jerrylu5325 жыл бұрын

    Oh man, you just saved my course project! Thanks for these great help that really explained how the math works!

  • @kevinshao9148
    @kevinshao91488 ай бұрын

    THE BEST only 9 min to illustrate Logistic Regression! Really appreciate your brilliant work!

  • @oksaubercool
    @oksaubercool5 жыл бұрын

    Very good explanation. Only thing, you're starting really slow, which is perfect, but then when the math gets messy you speed up by 10 times and go by without further explanations. Nonetheless very useful.

  • @calluma8472

    @calluma8472

    5 жыл бұрын

    Yeah anyone who can follow the maths at that speed doesn't need this video I think.

  • @andyd568

    @andyd568

    4 жыл бұрын

    Just pause the video and look up the terms he mentions. I think the problem is if he stops to go into each subtopic the video would become a lecture unto itself.

  • @95Bloulou

    @95Bloulou

    4 жыл бұрын

    I disagree, I think the speed is really nice during the whole video because it is calculus details that you can study if you want by just pausing the video.

  • @SpecialBlanket

    @SpecialBlanket

    4 жыл бұрын

    I disagree. Toward the end he's just rearranging the equations.

  • @UnPuntoyComa

    @UnPuntoyComa

    3 жыл бұрын

    I also considered the speed was adequate. I simply couldn't follow after he mentioned "Taylor series" just because I don't have a clue of what that is, but I get that what he did, if I knew about numerical methods wouldn't be so complicated.

  • @christophersolomon633
    @christophersolomon6334 жыл бұрын

    I find this a really nice video which strikes a good balance between general principles and details (which can be a very tricky thing to do). I had spent some time reading a textbook about the method and had a few uncertainties. This seemed just the ticket to clarify it all.

  • @Actanonverba01
    @Actanonverba014 жыл бұрын

    Love the math full proofs! That stuff is rarely shown even in classes. There is just not enough time to... Great stuff!

  • @SpecialBlanket

    @SpecialBlanket

    4 жыл бұрын

    Yup. I came here after staring at Bishop (the book) for 3 hours failing to get through some of the "trivial" skipped steps.

  • @mktsp2

    @mktsp2

    2 ай бұрын

    Yeah, most statistics lecturers are loosers

  • @bambinodeskaralhes
    @bambinodeskaralhes4 жыл бұрын

    Thank you very much !!!! The only guy who could make me understand this subject !!!! You are great !!!!!!

  • @qingli1799
    @qingli1799 Жыл бұрын

    Amazing! Parameter estimation in logistic regression has confused me for so long. I know MLE is used to estimate betas in logistic regression. However, the full math proofs really clarify the way! Really appreciate your video!

  • @Trakushun
    @Trakushun4 жыл бұрын

    Clear explanation and in deep developed. Charming voice and very good structure. Thanks dude!

  • @dm3248
    @dm32483 жыл бұрын

    After going through so many videos, finally understood. Thanks!!

  • @mohammedismail308
    @mohammedismail3084 жыл бұрын

    Sometimes the good demonstration is nothing without such one example which is deploying the theory in practice. Thanks at all :)

  • @haraldurkarlsson1147
    @haraldurkarlsson11474 ай бұрын

    Excellent! Clear and logical explanation of all the steps involved.

  • @stephanschaefer155
    @stephanschaefer1553 жыл бұрын

    Thank very much. First time I understand how the coefficients sre calculsted. Great!

  • @marx427
    @marx4274 жыл бұрын

    Omg i was looking for this ! ❤️

  • @hikmatullahmohammadi27
    @hikmatullahmohammadi279 ай бұрын

    Thank you for crystal clear explanations.

  • @maryamrastegar6368
    @maryamrastegar63685 жыл бұрын

    thank you. it was very helpful in my exam.

  • @darasingh8937
    @darasingh89372 жыл бұрын

    Great Explanation! Thank you!

  • @viviandataact7281
    @viviandataact72813 жыл бұрын

    Excellent video!!! I have been looking for something exactly like this... Thanks!

  • @CodeEmporium

    @CodeEmporium

    3 жыл бұрын

    Awesome! Very welcome!

  • @yulinliu850
    @yulinliu8506 жыл бұрын

    Excellent! Thanks a lot!

  • @juntong8488
    @juntong84885 жыл бұрын

    Thanks, very clear.

  • @Saravananmicrosoft
    @Saravananmicrosoft4 жыл бұрын

    Very good explanation, i did that step by step derivative with your material can you do video on maths involved for backward propagation

  • @Actanonverba01
    @Actanonverba014 жыл бұрын

    Hey, do you have a book reference for the math you show here? Awesome work! :)

  • @areejnasser6664
    @areejnasser66646 жыл бұрын

    Great explanation

  • @name6297
    @name62974 жыл бұрын

    The explanation was really good. Can you suggest a couple of math courses that help better visualize what I've seen here?.Thanks :-)

  • @akshatjain1699
    @akshatjain16994 жыл бұрын

    hey, i am having difficulty in implementing the formula in python. the matrix inside the inverse bracket is singular matrix. how do I solve this

  • @sahilchaturvedi593
    @sahilchaturvedi5936 жыл бұрын

    Best explanation on youtube. Thanks :)

  • @CodeEmporium

    @CodeEmporium

    6 жыл бұрын

    Glad it was useful! :)

  • @user-xt9js1jt6m
    @user-xt9js1jt6m4 жыл бұрын

    Nice info. How do we obtain standard errors of estimators in logistics regression?? Kindly guide me

  • @henrychen1544
    @henrychen15444 жыл бұрын

    Hi, I was wondering where the term yi came from and what do you mean by s in yi thank you

  • @hnkulkarni
    @hnkulkarni2 жыл бұрын

    Thank you for this explanation.

  • @haojiang4882
    @haojiang48825 жыл бұрын

    Dude you killing it! Best explanation +1!

  • @haojiang4882

    @haojiang4882

    5 жыл бұрын

    Subed!

  • @CodeEmporium

    @CodeEmporium

    5 жыл бұрын

    Thanks a ton! Glad to have you on board! Made a similar video on Kernelisation (and the kernel trick) yesterday. Check it out!

  • @haojiang4882

    @haojiang4882

    5 жыл бұрын

    @@CodeEmporium Absolutely!

  • @chriskong7418
    @chriskong74189 ай бұрын

    Love the maths part. Definitely my hero in ML.

  • @vaishanavshukla5199
    @vaishanavshukla51994 жыл бұрын

    very simplified and good explaination

  • @mridulavijendran3062
    @mridulavijendran30624 жыл бұрын

    why do we maximize the product(in particular) of the probabilities? Is it to exploit the idea that the log of the products are sums and it could also help simplify the calculations of the sigmoid function? Edit: How do we know that P(1-P) is a diagonal matrix?

  • @romanwang7562
    @romanwang75622 жыл бұрын

    I was able to implement this with a minor difference: I used X.T instead of X for the middle term inside the weight update expression

  • @vaishanavshukla5199
    @vaishanavshukla51993 жыл бұрын

    great explaination !!!!!

  • @oluwole635
    @oluwole6354 жыл бұрын

    Please I have a presentation on logistic regression and the part of the Hessian Matrix where we applyed the gradient, can someone please explain to me. I got all other thing including the matrices but only that. Please help ASAP.

  • @professorg000
    @professorg000 Жыл бұрын

    Excellent job --- congratulations. You sound about 15 years old!!! Even more impressive

  • @basantmounir
    @basantmounir5 жыл бұрын

    Can someone please explain at 5:20 how did we convert the expression into a summation? And how was the log part of the new expression of summation? Also, what do the s and n in the counters represent and is there a relationship between them? Thank you.

  • @dominiccordeiro9257

    @dominiccordeiro9257

    4 жыл бұрын

    you take the log of a product. Then convert it to sums of logs. for example: log (a*b) = log(a) + log(b)

  • @shubhijain2706
    @shubhijain27063 жыл бұрын

    Please someone help me with this, I am lil confused whether Y hat at 7:54 and P at 7:58 are same?

  • @rithealeang6217
    @rithealeang62173 жыл бұрын

    Don’t quite understand when you said remove y as it is independent to beta and no gradient term with p(x)x. Any explanation thank

  • @sijiahuang6936
    @sijiahuang693611 ай бұрын

    Hi, I just want to ask, in the last formula, should it be "X^T" instead of "X"? I mean the middle "X" in (X^T * W*X)^(-1) X (Y-Y').

  • @haifasaud1001
    @haifasaud1001 Жыл бұрын

    Yesssssss finally! No one ever gives any significance into the mathematical part

  • @bevansmith3210
    @bevansmith32105 жыл бұрын

    one word: thankyou!

  • @leonidsdreams3919
    @leonidsdreams39193 жыл бұрын

    From what I understand, by estimating the beta parameter, we only determine the slope of the sigmoid, but it is still centered on the x-axis. My data is only positive, so in my case, I need another parameter to shift the whole sigmoid to the left or right.

  • @9181shreyasbhatt

    @9181shreyasbhatt

    8 ай бұрын

    u mean by using e^-(beta0 + beta1 x) instead of e^-(beta1 x) in sigmoid function

  • @moisessoto5061
    @moisessoto50614 жыл бұрын

    Can we do a linear regresion of the logit to the explanatory variables and get the probabilities from the fitted logit?

  • @CodeEmporium

    @CodeEmporium

    4 жыл бұрын

    Linear regression expects the outcome y to be continuous - not categorical

  • @hareedyhareedy2863
    @hareedyhareedy28635 жыл бұрын

    Can you please create another with examples

  • @rocavincent2266
    @rocavincent22668 ай бұрын

    At 6:25, I think there is a sign error for the calculus of beta_{t+1}. You make a subtraction as in gradient descent, whereas we want to maximize the likelihood here. Am I right ?

  • @malepatirahul7339
    @malepatirahul73393 жыл бұрын

    in loglikelihood function how was the seventh step calculated

  • @CraftyChaos23
    @CraftyChaos233 күн бұрын

    07:54 In gradiant of loss function equation there should be X instead of XT

  • @Tyokok
    @Tyokok5 жыл бұрын

    Great explain in such short 9 min. Subscribed! One question: in your video, you finally got formula beta(t+1) = beta(t) + ......., so how you set up beta(t=0) the initial value of beta to start your iteration? Thank you very much in advance!

  • @CodeEmporium

    @CodeEmporium

    5 жыл бұрын

    Thanks for hopping board! You can randomly initialize your parameters ( the beta vector ).

  • @Tyokok

    @Tyokok

    5 жыл бұрын

    @@CodeEmporium I see. Many thanks for the reply!

  • @deepanshudashora5887

    @deepanshudashora5887

    5 жыл бұрын

    sir could you please explain when we have to use linear and when logistic regression ? i am totally confused about this

  • @Tyokok

    @Tyokok

    8 ай бұрын

    @@deepanshudashora5887 hope it's not too late if you ask me or the poster. linear regression for linear model predict a value, logistic regression for classification problem.

  • @PCD1387
    @PCD138718 күн бұрын

    can you please tell which book do you follow ?

  • @ltbd78
    @ltbd785 жыл бұрын

    Thanks

  • @shivampradhan6101
    @shivampradhan61014 жыл бұрын

    I watched the whole playlist but didn't understand much of the maths.what should I do

  • @binyillikcinar
    @binyillikcinar2 ай бұрын

    Decent but NewtonRaphson is not the only numerical method. It could be better to list few alternatives, especially Gradient-Descent to the top of the list. Since it involves single derivative the parameter update rule is much simpler.

  • @shardx191
    @shardx1913 жыл бұрын

    i dont understand at 4:40 , what does s in yi=1 means ? how does it relate to the P notation

  • @mahammadodj

    @mahammadodj

    Жыл бұрын

    it means the independent variable is 1 in dataset.

  • @kkkk150984
    @kkkk1509844 жыл бұрын

    How the powers come yi and 1-yi at 5:19 in video please clarify..

  • @giacomopauletti5099

    @giacomopauletti5099

    3 жыл бұрын

    I am watching the video rn ... did you find the answer to your question? If you did, pls tell me the answer because I have been struggling from such a long period

  • @leonidsdreams3919

    @leonidsdreams3919

    3 жыл бұрын

    For the part p(xi)^yi -> if yi = 1 we will remain with p(xi), but if yi=0 that element will not have any impact. For the second part (1-xi)^(1-y1) it's exactly the opposite. If yi = 1 then we will have (1-xi)^0, so the term will not have any impact. If yi=0 then we will have (1-xi)^1=1-xi. Basically, raising to the power of yi filters(get's rid of) all the elements where yi=0, and raising to the power of (1-yi) filters all the elements where yi=1.

  • @dm3248

    @dm3248

    3 жыл бұрын

    @@leonidsdreams3919 thanks!!

  • @mahammadodj
    @mahammadodj Жыл бұрын

    Could anyone explain why P(1-P) is written as W at 8:12 ?

  • @hayatt143
    @hayatt1436 жыл бұрын

    Awesome Explanation. I was looking for an answer to this question. Please help. In Logistic Model ,a coefficient has value 1.6. This means that each unit change in the corresponding predictor variable multiples the odds of the outcome by how much?

  • @sominya

    @sominya

    6 жыл бұрын

    e^1.6

  • @hayatt143

    @hayatt143

    6 жыл бұрын

    can you give the formula to calculate this..? coz options are a) 2.75 b)3.95 c)4.75 d)4.95

  • @1UniverseGames
    @1UniverseGames3 жыл бұрын

    What will happen if we use (-1,1) instead of (0,1) in logistic function, what kind of equations it will give? Any video or source to study this?

  • @user-tx3mo1ez2n

    @user-tx3mo1ez2n

    3 жыл бұрын

    1/(1+e^(-bx)) always lie between 0 and 1. There is no choice to use anything, the function is chosen in such a way that it always lie between 0 and 1.

  • @cuysaurus
    @cuysaurus4 жыл бұрын

    at 8:21 is it X^T (Y-Yhat^(t)) instead of X(Y-Yhat^(t))? in the very last line.

  • @ssshukla26

    @ssshukla26

    4 жыл бұрын

    Yes.

  • @tasnimyusof7079
    @tasnimyusof70795 жыл бұрын

    Hi, could you share also if there are few variables.. How to get every coefficient for the variable.. Let say it have 5 variables. Thankssss 😁

  • @utkarshsingh2675
    @utkarshsingh2675 Жыл бұрын

    perfecto!

  • @aayusmaanjain9854
    @aayusmaanjain9854 Жыл бұрын

    Can someone please explain why the yi and (1-yi) term goes to the exponent in the second equation when we combine the product at 5:20

  • @CodeEmporium

    @CodeEmporium

    Жыл бұрын

    We took the logarithm of the equation. A property of logarithms is the exponent term can be written as a product. And we took the logarithm in the first place since we want to just find the betas that maximize the value of L. The values of betas remain the same if we maximize the log of the equation too (a property called “monotonically increasing functions”)

  • @rishhabhnaik2298
    @rishhabhnaik22985 жыл бұрын

    How did we remove yi at 7:27 ?

  • @ssshukla26

    @ssshukla26

    4 жыл бұрын

    yi is independent of beta.

  • @nebiyathawi7457
    @nebiyathawi74574 жыл бұрын

    hello,its is nice man

  • @mkaberli
    @mkaberli5 жыл бұрын

    You could drop the music.

  • @bin5156
    @bin51565 жыл бұрын

    It was sooo helpful!

  • @CodeEmporium

    @CodeEmporium

    5 жыл бұрын

    Glad is was!

  • @anverHisham
    @anverHisham3 жыл бұрын

    Thanks a lot :-)

  • @CodeEmporium

    @CodeEmporium

    3 жыл бұрын

    Super welcome!

  • @AlexSmith-tr9hc
    @AlexSmith-tr9hc5 жыл бұрын

    "Numerically encoding classes looses meaning" - looses? Did you mean "loses" at 0:31?

  • @CodeEmporium

    @CodeEmporium

    5 жыл бұрын

    Yeah. "loses" is right. My bad

  • @louerleseigneur4532
    @louerleseigneur45324 жыл бұрын

    merci

  • @himeshph
    @himeshph4 жыл бұрын

    Hidden gem

  • @user-xt9js1jt6m
    @user-xt9js1jt6m4 жыл бұрын

    Wt if there are two parameter? Alpha and beta??

  • @ColinXYZ

    @ColinXYZ

    2 жыл бұрын

    You’d just do the same steps, but derive for your other variable instead .

  • @shahnawazfingertips5367
    @shahnawazfingertips53675 жыл бұрын

    dude we can use gradient descent instead of newton raphson

  • @JDMathematicsAndDataScience
    @JDMathematicsAndDataScience5 ай бұрын

    Great. I’ve never heard of this pronunciation of matrix.

  • @animeshsharma7332
    @animeshsharma73324 жыл бұрын

    7:38 from where that goddamn transpose arrived

  • @CheetahDFurious20

    @CheetahDFurious20

    4 жыл бұрын

    Hi.. Actually In terms of matrix we cannot multily any matix by itself as such i.e. if you consider X is a matrix and if you want to calculate X * X then we cannot do it as such because order of matrix i.e. m x n wont allow us untill and unless it is sqaure matix else we have to transpose it and then multiply it.. X (m x n) * X ^T (n x m) = XX^T (m x m). Hope this final representation would help you... Thanks Happy learning...

  • @sorvex9

    @sorvex9

    3 жыл бұрын

    @@CheetahDFurious20 Thanks bro

  • @musarratazim7940
    @musarratazim7940 Жыл бұрын

    Why you don't estimate alpha? ?you only consider Beta in logistic regression model

  • @CodeEmporium

    @CodeEmporium

    Жыл бұрын

    Sorry. What is alpha in this case?

  • @musarratazim7940

    @musarratazim7940

    Жыл бұрын

    In logistic regression parameter alpha is also also present (book gujrati econometrica and walepole introduction to statistics) but in this case why you not take it.

  • @azaira010
    @azaira0103 жыл бұрын

    20 times speedy lecture for me..... i am a noob in deep learning

  • @rohanreddymelachervu3498
    @rohanreddymelachervu34982 жыл бұрын

    Why video in chinese??

  • @Tyokok
    @Tyokok3 ай бұрын

    Dear Sir, if I may have 2 questions here: 1) 7:25, how did you remove y_i as it's independent? yi can be opposite signs, how can it be removed like 1? 2) at 7:58 in matrix representation why you convert p(x_i) in different way? or it really doesn't matter, cuz you will substitute beta_i in sigmoid function at each iteration? Many Thanks!

  • @kumaravelk1091
    @kumaravelk10916 жыл бұрын

    Content is good... but going too fast..

  • @CodeEmporium

    @CodeEmporium

    6 жыл бұрын

    Kumaravel K thanks for the feedback. I'll pace myself better in future videos

  • @deepanshudashora5887

    @deepanshudashora5887

    5 жыл бұрын

    sir could you please explain when we have to use linear and when logistic regression ? i am totally confused about this

  • @Dave-nz5jf
    @Dave-nz5jf5 жыл бұрын

    lol it's loses not looses.

  • @Felicidade101
    @Felicidade1016 жыл бұрын

    if you are here I recommend you check out this video too, kzread.info/dash/bejne/q32NrbRto8rgeZs.html its from StatsQuest. Super good channel.

  • @faisalsal1
    @faisalsal16 ай бұрын

    The background music is distracting.

  • @farooq8fox
    @farooq8fox4 жыл бұрын

    I lost it at 5:50, Ill comeback when im smarter

  • @ninjawarrior_1602

    @ninjawarrior_1602

    4 жыл бұрын

    Bro not a worry see until that moment he has just simplified the equation and now he just want to maximise the function Additionally Then he is using Taylor's series expansion and truncating that to two terms

  • @Areeva2407
    @Areeva24074 жыл бұрын

    You are a Good Tutor but content is very Basic .. No Solved Examples ,,, Purpose not solved. Please also add Learning Outcomes at the beginning so that we can save our time.