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Chunk #27 — 3 Regularized Logistic Regression

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Regularization Paths for Generalized Linear Models via Coordinate Descent.
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When the response variable is binary, the linear logistic regression model is often used. Denote by G the response variable, taking values in 𝒢 = {1, 2} (the labeling of the elements is arbitrary). The logistic regression model represents the class-conditional probabilities through a linear function of the predictors (11)Pr(G=1|x)=11+e−(β0+xTβ),Pr(G=2|x)=11+e+(β0+xTβ)=1−Pr(G=1|x).