Machine Learning Week 3
Classification
Could use regression with a threshold but outliers will cause the model to yield a less-accurate prediction.
Binary Classification Problems
We want the output of our hypothesis to always be between 0 and 1 – which are the two classes in the binary classification problem. In order to satisfy this constraint, we will put our hypothesis from linear regression (\(\theta^Tx\)) through the sigmoid (or logistic) function:
\begin{equation} h_{\theta}(x) = g(\theta^Tx) \end{equation}
where \(g\) is the logistic function
\begin{equation} g(z) = \frac{1}{1 + e^{-z}}; \end{equation}
thus we have the logistic regression model of
\begin{equation} h_{\theta}(x) = \frac{1}{1 + e^{-\theta^Tx}}. \end{equation}
The output of the hypothesis is interpreted as the probability that y = 1, given x, parameterized by theta: \begin{equation} h_{\theta}(x) = P(y = 1|x;\theta). \end{equation}
It is a property of the logistic function that \(g(z) \geq 0.5\) when \(z \geq 0\). If we assume the we’ll predict \(y = 1\) for \(h_{\theta}(x) \geq 0.5\) and \(y = 0\) otherwise, we will predict \(y = 1\) for \(\theta^Tx \geq 0\), and \(y = 0\) for \(\theta^Tx < 0\).
For an input in two dimensions, the decision boundary is that line that separates the region of the \(x_1x_2\) plane where we predict \(y = 0\) from the region where we predict \(y = 1\). For values of \(x_1\) and \(x_2\) that fall on this line, \(h_{\theta}(x) = 0.5\).
The decision boundary is a property of the hypothesis and the parameters \(\theta\), and not of the dataset. It is an equation that we can arrive at once we’ve set all of our parameters for our model. The training set is used to fit \(\theta\).
We are not limited to linear hypotheses: higher-order polynomial hypotheses will yield non-linear decision boundaries, depending on the particular polynomial/model.