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GAM for Classification Problem

GAMs can also be used in situations where Y is qualitative. For simplicity, here we will assume Y takes on values zero or one, and let p(X)=Pr(Y=1X)p(X) = Pr(Y = 1 \mid X) be the conditional probability (given the predictors) that the response equals one. Recall the logistic regression model: log(p(X)1p(X))=β0+β1X1+β2X2++βpXplog(\frac{p(X)}{1−p(X)}) = \beta_0 + \beta_1X_1 + \beta_2X_2 +···+ \beta_pX_p Note that this logit is the log of the odds of P(Y=1X)P(Y =1 \mid X) versus P(Y=0X)P(Y =0 \mid X). With GAMs, we have a new model: log(p(X)1p(X))=β0+β1f(X1)+β2f(X2)++βpf(Xp)log(\frac{p(X)}{1−p(X)}) = \beta_0 + \beta_1 f(X_1) + \beta_2 f(X_2) +···+ \beta_p f(X_p).

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6 years ago

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Data Science

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  • GAM for Regression Problems

  • GAM for Classification Problem