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Binary logistic regression can give poor results when the two classes are perfectly separated by a linear decision boundary. One way to address this problem
Binary logistic regression can give poor results when the two classes are perfectly separated by a linear decision boundary. One way to address this problem is to use the Lasso applied to logistic regression.
- (a) Write the likelihood function for the logistic regression problem in terms of x, y, 0 and 1. Assume for simplicity that we have n observations and only one variable (i.e. xi is a real number, for i = 1,...,n).
- (b) Show that the likelihood function L(0,1) is always strictly less than 1.
- (c) Recall that the logistic regression coefficients 0, 1 are obtained by maximizing L(0, 1). Suppose that all of the xi corresponding to yi = 0 are negative, all other xi are positive. In this case, note that we can get L(0, 1) arbitrarily close to 1. Explain why this means that 0 and 1 are undefined.
- (d) For computational convenience, it is common to find 0 and 1 by minimizing the neg- ative log-likelihood log L(0, 1), rather than by maximizing the likelihood itself. Ex- plain why both these problems yield the same 0,1.
(e) Inspired by the Lasso, suggest a way to modify the negative log-likelihood function log L(0, 1) so that 0 and 1 become defined even in the separable case above. Justify your answer.
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