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Statistical classification is the problem of identifying the sub-population to which new observations belong, where the identity of the sub-population is unknown, on the basis of a training set of data containing observations whose sub-population is known. Therefore these classifications will show a variable behavior which can be studied by statistics.

2 votes

Logistic regression does not seem to maximize model accuracy

Following your points: Yes, it is correct that the logistic regression does not generally optimises the accuracy. I would only say that the logistic regression estimates the conditional likelihood ra …
D.M.'s user avatar
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1 vote

When is logistic regression Bayes-optimal?

I think one could construct an example when the logistic regression is asymptotically Bayes-optimal (i.e., it minimises the expected 0/1 loss). One way to do this would be to consider a domain with tw …
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