Re:The Sigmoid Function in Logistic Regression
by thashim on Tuesday May 17, 2016 @11:03AM
(#11714226)
There are good reasons other than `it models the data well' to use a logit. Of course, the perspective that much like least-squares, logit regression does best when your data is generated from a logistic GLM is true, but not the only story.
The papers cited in the article pretty cleanly explain why the logit and other surrogate losses are the 'natural choice' for classification. This also explains why other non-generative models like the SVM perform similarly well to the logit in practice.
In my opinion, the best justification for the logit is that it is a easily-optimizable member of the family of surrogate losses: http://fa.bianp.net/blog/2014/surrogate-loss-functions-in-ma...
The papers cited in the article pretty cleanly explain why the logit and other surrogate losses are the 'natural choice' for classification. This also explains why other non-generative models like the SVM perform similarly well to the logit in practice.