*I meant section 5. On Sat, Oct 3, 2015 at 11:07 PM, George Bezerra <gbeze...@gmail.com> wrote:
> Thanks Sebastian. > > I am trying to follow this paper: > http://research.microsoft.com/en-us/um/people/mattri/papers/www2007/predictingclicks.pdf > (check out section 6.2). They use logistic regression as a regression model > to predict the click through rate (which is continuous). > > A linear regression model will violate the assumption that probabilities > vary between 0 and 1 (it will give me values outside this range in some > cases). I would think it is in principle possible to solve the logistic > regression for a continuous value, although scikit doesn't support it. > Perhaps I'm wrong. > > Thanks again, > > George. > > > On Sat, Oct 3, 2015 at 10:50 PM, Sebastian Raschka <se.rasc...@gmail.com> > wrote: > >> Hi, George, >> logistic regression is a binary classifier by nature (class labels 0 and >> 1). Scikit-learn supports multi-class classification via One-vs-One or >> One-vs-All though; and there is a generalization (softmax) that gives you >> meaningful probabilities for multiple classes (i.e., class probabilities >> sum up to 1). In any case, logistic regression works with nominal class >> labels - categorical class labels with no order implied. >> >> To keep a long story short: Logistic regression is a classifier, not a >> regressor — the name is misleading, I agree. I think you may want to look >> into regression analysis for your continuous target variable. >> >> Best, >> Sebastian >> >> > On Oct 3, 2015, at 9:58 PM, George Bezerra <gbeze...@gmail.com> wrote: >> > >> > Hi there, >> > >> > I would like to train a logistic regression model on a continuous >> (i.e., not categorical) target variable. The target is a probability, which >> is why I am using a logistic regression for this problem. However, the >> sklearn function tries to find the class labels by running a unique() on >> the target values, which is disastrous if y is continuous. >> > >> > Is there a way to train logistic regression on a continuous target >> variable in sklearn? >> > >> > Any help is highly appreciated. >> > >> > Best, >> > >> > George. >> > >> > -- >> > George Bezerra >> > >> ------------------------------------------------------------------------------ >> > _______________________________________________ >> > Scikit-learn-general mailing list >> > Scikit-learn-general@lists.sourceforge.net >> > https://lists.sourceforge.net/lists/listinfo/scikit-learn-general >> >> >> >> ------------------------------------------------------------------------------ >> _______________________________________________ >> Scikit-learn-general mailing list >> Scikit-learn-general@lists.sourceforge.net >> https://lists.sourceforge.net/lists/listinfo/scikit-learn-general >> > > > > -- > George Bezerra > -- George Bezerra
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