Logistic Regression

Interpretation

  • Numerical Feature: If we increase the value of feature by one unit, the estimated odds change by a factor of exp(weight). Final weight = weight * exp(weight)
  • Categorical Feature: One of the value of a feature is reference category. Changing the value of feature from reference category to other category will change estimated odds by a factor of exp(weight)
  • Intercept: When all numeric features are zero and categorical features are at reference category, the extimated odds are exp(bias). Intercept weight is ususally not relevant

Pros and Cons

  • Same as linear regression
  • Interpretation is more difficult as the interpretation of weights is multiplicative and not additive