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Logistic Regression - how confidence is computed

kloriklori Member Posts: 3 Contributor I
edited March 26 in Help
Hi everyone!

I have a question regarding rapidminer and i hope somebody can help me please : )

I've created a Workflow based on the Weka-Logistic Regression. How the coefficents are calcuated and so on is not the problem.
Furthermore I built the Workflow so, in the end it created a csv file which applies the model on my input.csv.

Now I got the confidence of yes and no, which is the probability of course (I hope so).
I was little bitΒ  skeptic so i computed the coefficients for one row of data and i got a prob which deviates from the computed prob by rapidminer.
I was wondering, if its possible or to track how Rapdiminer computes the confidence for the data?

With kind regards
Klori

Answers

  • earmijoearmijo Member Posts: 263   Unicorn
    Upload a dataset showing the problem.

    Confidences are calculated:

    p = exp( X*beta ) / ( 1 + exp(X*beta) ) ,Β  Β 

    1-p = 1/ ( 1 + exp(X*beta) )


    The labels might be reversed ( the model might have been run for the 'No' class instead than the 'Yes' class.

  • kloriklori Member Posts: 3 Contributor I
    Hi earmijo : )

    Thanks for your help, but what I would like to know, if i can see how it calculates it?
    For example, i see which coeffiecents it takes to calc the p?

    One example, the coefficients are for yes:

    score_1 -> (null)
    score_2 -> -0,8628
    age-> -0,2192
    day -> -0,0423
    time -> 0,0923
    gender -> 0,3161 (binomial)
    segment -> 0,6009
    payment -> -0,078 (binomial)
    telefon -> 0,2288 (binomial)
    Constant -> -3,5047

    confidence(yes) -> 1,42%
    confidence(no) -> 98,58%

    I was testing around and set telefon to 0, gender to 0 and I come to 1,77% yes
    And if i take every coefficient it gives me 3,02%

    I would very much appreciate the way to see how rpaidminer takes the coefficients and compute the p.
    Thanks for your help earmijo

    Kind regards,
    Klori


    ps: Because i am using W-Lgistic i want to see the Weka result via rapidminer. Even thpugh it says "Creating weka_result, please wait..." it seems it doesnt load.
    Is this normal? Do i need to install something extra or so?
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