In this lesson, you'll further investigate the connections between maximum likelihood estimation and logistic regression. This is a common perspective for logistic regression and will be the underlying intuition for upcoming lessons where you'll code the algorithm from the ground up using NumPy.
You will be able to:
- Determine how MLE is tied into logistic regression
As discussed, maximum likelihood estimation finds the underlying parameters of an assumed distribution to maximize the likelihood of the observations. Logistic regression expands upon this by investigating the conditional probabilities associated with the various features, treating them as independent probabilities and calculating the respective total probability.
For example, when predicting an individual's risk for heart disease, you might consider various factors such as their family history, weight, diet, exercise routines, blood pressure, and cholesterol. When looked at individually, each of these has an associated conditional probability that the individual has heart disease based on each of these factors. Mathematically, you can write each of these probabilities for each factor
This is the standard linear regression model (
Then, combining these conditional probabilities from multiple features, you maximize the likelihood function of each of those independent conditional probabilities, giving you:
$ L(\beta_0,\beta_1)=\prod\limits_{i=1}^N \pi_i^{y_i}(1-\pi_i)^{n_i-y_i}=\prod\limits_{i=1}^N \dfrac{\text{exp}{y_i(\beta_0+\beta_1 x_i)}}{1+\text{exp}(\beta_0+\beta_1 x_i)}$
Recall that the
It should also be noted that while this is mathematically sound and a powerful tool, the model will simply reflect the data that is fed in. For example, logistic regression and other algorithms are used to inform a wide range of decisions including whether to provide someone with a loan, the degree of criminal sentencing, or whether to hire an individual for a job. In all of these scenarios, it is again important to remember that the algorithm is simply reflective of the underlying data itself. If an algorithm is trained on a dataset where African Americans have had disproportionate criminal prosecution, the algorithm will continue to perpetuate these racial injustices. Similarly, algorithms trained on data that reflect a gender pay-gap will also continue to promote this bias unless adequately accounted for through careful preprocessing and normalization. With this, substantial thought and analysis regarding problem set up and the resulting model is incredibly important. While future lessons and labs in this section return to underlying mathematical theory and how to implement logistic regression on your own, it is worthwhile to investigate some of the current problems regarding some of these algorithms, and how naive implementations can perpetuate unjust biases.
Below are a handful of resources providing further information regarding some of the topics discussed here. Be sure to check out some of the news articles describing how poor safeguards and problem formulation surrounding algorithms such as logistic regression can lead to unjust biases:
If you want to really go down the math rabbit-hole, check out section 4.4 on Logistic Regression from the Elements of Statistical Learning which can be found here: https://web.stanford.edu/~hastie/ElemStatLearn//.
In this lesson, you further analyzed logistic regression from the perspective of maximum likelihood estimation. Additionally, there was a brief pause to consider the setup and interpretation of algorithms such as logistic regression. In particular, remember that issues regarding racial and gender bias that can be perpetuated by these algorithms. Always try to ensure your models are ethically sound. In the proceeding labs and lessons, you will continue to formalize your knowledge of logistic regression, implementing gradient descent and then a full logistic regression algorithm using Python packages in order to give you a deeper understanding of how logistic regression works.