On 04/10/15 05:07, George Bezerra wrote:

> 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).

I am not sure what to think about this, though I don't have time to look 
at it in detail. But modelling rates is usually a case for Poisson 
regression rather than logistic regression. Rate and probability is not 
the same.


> 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.

The word you are looking for is 'generalized linear model'.


Sturla




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