Logistic Regression assumption In Logistic Regression, the assumption is that the data must be linearly separable, but if the data is not linearly separable then we can't apply Logistic Regression?
 A: It is actually exactly the opposite: If the data are linearly separable, logistic regression will not converge: the $\beta$s will rise infinitely as the logistic function approaches, but never reaches the form of a step function.
Logistic regression minimises the cost function:
$$
L(Y|X, \beta) = -\sum_i y_i \ln p_i + (1-y_i) \ln (1-p_i)
$$
There is no closed form solution to this and the minimisation has to be performed numerically. Here,
$$
p_i = \frac{1}{1+\text{e}^{-\beta x_i}}
$$
is the probability of belonging to the class labeled as "1". It is modelled by the logistic function (hence logistic regression), which is bound to $(0, 1)$:

That means that its logarithm is always negative, going towards $-\infty$ as its argument approaches $0$. The above cost function would reach its minimum, zero, if the arguments of $\ln$, $p_i$ and $(1-p_i)$, for classes labeled "1" and "0", respectively, could be one. For that to happen, the exponential term in the denominator would need to be either exactly $0$ (for the class labeled "1") or $+\infty$ (for "0"), and for that to happen, the vector $\beta$ would need to have infinite components. Since infinity can never be reached numerically, no numerical algorithm can converge.
