CLASSIFICATION MODELS

Useful Links

Logistic Regression

(1)
\begin{align} p(X)=Pr(Y=1|X)=\frac{e^{\beta_{0}+\beta_{1}X}}{1+e^{\beta_{0}+\beta_{1}X}} \end{align}

Log odds or logit

(2)
\begin{align} log(\frac{p(X)}{1-p(X)})=\beta_{0}+\beta_{1}X \end{align}

Maximum likelihood

(3)
\begin{align} l(\beta_{0},\beta_{1})=\prod_{i:y_{i}=1}{p(x_{i})} \prod_{i:y_{i}=0}{1-p(x_{i})} \end{align}

Discriminant Analysis

Linear DA

Quadratic DA

Regularized DA

RDA

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