Timeline for Does Regularized Logistic Regression Produce Calibrated Results?
Current License: CC BY-SA 4.0
13 events
| when toggle format | what | by | license | comment | |
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| Aug 24, 2018 at 7:30 | comment | added | Cupitor | Could you please write your answer as a solution so I could accept it? thank you! | |
| Aug 24, 2018 at 7:27 | comment | added | Cupitor | Oh I am totally sorry. I get it now. Fair enough! That solves the issue :) | |
| Aug 24, 2018 at 1:40 | comment | added | Alex | See for example, stats.stackexchange.com/a/161689, which deals with the linear regression case. | |
| Aug 24, 2018 at 1:39 | comment | added | Alex | Maybe I am being dense here, but I don't see why, for the constant term, i.e. $\beta_0$, there would be an "extra term of $+\lambda\beta_0$"? The intercept is not usually included in the penalty term so shouldn't the penalty terms be treated as a constant with respect to the partial derivative? | |
| Aug 24, 2018 at 0:02 | comment | added | Cupitor | @Alex, thanks for your input. Cardinl's reasoning in my humble opinion does not follows since after taking derivates there will be an extra term of $+\lambda \beta_i$ in the equations instead of zero on the other side. In other words the regularization factor of. $\lambda \|\beta\|^2$ will not cancel when taking derivatives. | |
| Aug 23, 2018 at 4:57 | comment | added | Alex | This answer is perhaps more relevant: stats.stackexchange.com/a/16541. In a lot of regularised logistic regression I have seen (e.g. glmnet), the regularisation is not applied to the intercept. So, I do not see why the calibration should be affected in the case of regularisation. We should be able to check this by repeating cardinal's calculation using the penalised log-likelihood instead of the log-likelihood. | |
| Aug 21, 2018 at 0:02 | history | tweeted | twitter.com/StackStats/status/1031692890442031104 | ||
| S Aug 20, 2018 at 19:53 | history | suggested | Michael Bishop | CC BY-SA 4.0 |
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| Aug 20, 2018 at 18:14 | review | Suggested edits | |||
| S Aug 20, 2018 at 19:53 | |||||
| Aug 20, 2018 at 12:40 | history | edited | Frank Harrell |
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| Aug 20, 2018 at 12:40 | answer | added | Frank Harrell | timeline score: 9 | |
| Aug 20, 2018 at 12:35 | history | edited | Frank Harrell |
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| Aug 20, 2018 at 9:58 | history | asked | Cupitor | CC BY-SA 4.0 |