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

page revision: 10, last edited: 26 Sep 2014 02:47