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Predictive models are statistical models whose primary purpose is to predict other observations of a system optimally, as opposed to models whose purpose is to test a particular hypothesis or explain a phenomenon mechanistically. As such, predictive models place less emphasis on interpretability and more emphasis on performance.

2 votes
3 answers
656 views

Guidelines for doing Maximum likelihood for nonlinear classification?

I am using logistic regression for a problem and a colleague suggested trying a MLE solution, with the assumption that some of my features $X_i$ may not have a linear relationship with the target vari …
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0 votes

Guidelines for doing Maximum likelihood for nonlinear classification?

So I gave this a go and found that I could use a kernel density estimator to calculate smooth pdf for the two populations. I can do this for each feature and then rank test points by summing the log l …
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  • 1,965
2 votes
3 answers
2k views

Should I use training or testing AUC for selecting best classifier?

I am using 10-fold cross-validation to build a classifier (logistic regression). For the same data set (which is ~2000 rows), I randomly hold out 10% and run 10-fold C.V. on the remaining 90% for a ra …
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