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<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/html4/loose.dtd"><!--NewPage--><HTML><HEAD><!-- Generated by javadoc (build 1.5.0_10) on Fri Jan 26 16:34:43 NZDT 2007 --><TITLE>Logistic</TITLE><META NAME="keywords" CONTENT="weka.classifiers.functions.Logistic class"><LINK REL ="stylesheet" TYPE="text/css" HREF="../../../stylesheet.css" TITLE="Style"><SCRIPT type="text/javascript">function windowTitle(){ parent.document.title="Logistic";}</SCRIPT><NOSCRIPT></NOSCRIPT></HEAD><BODY BGCOLOR="white" onload="windowTitle();"><!-- ========= START OF TOP NAVBAR ======= --><A NAME="navbar_top"><!-- --></A><A HREF="#skip-navbar_top" title="Skip navigation links"></A><TABLE BORDER="0" WIDTH="100%" CELLPADDING="1" CELLSPACING="0" SUMMARY=""><TR><TD COLSPAN=2 BGCOLOR="#EEEEFF" CLASS="NavBarCell1"><A NAME="navbar_top_firstrow"><!-- --></A><TABLE BORDER="0" CELLPADDING="0" CELLSPACING="3" SUMMARY=""> <TR ALIGN="center" VALIGN="top"> <TD BGCOLOR="#EEEEFF" CLASS="NavBarCell1"> <A HREF="../../../overview-summary.html"><FONT CLASS="NavBarFont1"><B>Overview</B></FONT></A> </TD> <TD BGCOLOR="#EEEEFF" CLASS="NavBarCell1"> <A HREF="package-summary.html"><FONT CLASS="NavBarFont1"><B>Package</B></FONT></A> </TD> <TD BGCOLOR="#FFFFFF" CLASS="NavBarCell1Rev"> <FONT CLASS="NavBarFont1Rev"><B>Class</B></FONT> </TD> <TD BGCOLOR="#EEEEFF" CLASS="NavBarCell1"> <A HREF="package-tree.html"><FONT CLASS="NavBarFont1"><B>Tree</B></FONT></A> </TD> <TD BGCOLOR="#EEEEFF" CLASS="NavBarCell1"> <A HREF="../../../deprecated-list.html"><FONT CLASS="NavBarFont1"><B>Deprecated</B></FONT></A> </TD> <TD BGCOLOR="#EEEEFF" CLASS="NavBarCell1"> <A HREF="../../../index-all.html"><FONT CLASS="NavBarFont1"><B>Index</B></FONT></A> </TD> <TD BGCOLOR="#EEEEFF" CLASS="NavBarCell1"> <A HREF="../../../help-doc.html"><FONT CLASS="NavBarFont1"><B>Help</B></FONT></A> </TD> <TD BGCOLOR="#EEEEFF" CLASS="NavBarCell1"> <A HREF="http://www.cs.waikato.ac.nz/ml/weka/" target="_blank"><FONT CLASS="NavBarFont1"><B>Weka's home</B></FONT></A> </TD> </TR></TABLE></TD><TD ALIGN="right" VALIGN="top" ROWSPAN=3><EM></EM></TD></TR><TR><TD BGCOLOR="white" CLASS="NavBarCell2"><FONT SIZE="-2"> <A HREF="../../../weka/classifiers/functions/LinearRegression.html" title="class in weka.classifiers.functions"><B>PREV CLASS</B></A> <A HREF="../../../weka/classifiers/functions/MultilayerPerceptron.html" title="class in weka.classifiers.functions"><B>NEXT CLASS</B></A></FONT></TD><TD BGCOLOR="white" CLASS="NavBarCell2"><FONT SIZE="-2"> <A HREF="../../../index.html?weka/classifiers/functions/Logistic.html" target="_top"><B>FRAMES</B></A> <A HREF="Logistic.html" target="_top"><B>NO FRAMES</B></A> <SCRIPT type="text/javascript"> <!-- if(window==top) { document.writeln('<A HREF="../../../allclasses-noframe.html"><B>All Classes</B></A>'); } //--></SCRIPT><NOSCRIPT> <A HREF="../../../allclasses-noframe.html"><B>All Classes</B></A></NOSCRIPT></FONT></TD></TR><TR><TD VALIGN="top" CLASS="NavBarCell3"><FONT SIZE="-2"> SUMMARY: NESTED | FIELD | <A HREF="#constructor_summary">CONSTR</A> | <A HREF="#method_summary">METHOD</A></FONT></TD><TD VALIGN="top" CLASS="NavBarCell3"><FONT SIZE="-2">DETAIL: FIELD | <A HREF="#constructor_detail">CONSTR</A> | <A HREF="#method_detail">METHOD</A></FONT></TD></TR></TABLE><A NAME="skip-navbar_top"></A><!-- ========= END OF TOP NAVBAR ========= --><HR><!-- ======== START OF CLASS DATA ======== --><H2><FONT SIZE="-1">weka.classifiers.functions</FONT><BR>Class Logistic</H2><PRE>java.lang.Object <IMG SRC="../../../resources/inherit.gif" ALT="extended by "><A HREF="../../../weka/classifiers/Classifier.html" title="class in weka.classifiers">weka.classifiers.Classifier</A> <IMG SRC="../../../resources/inherit.gif" ALT="extended by "><B>weka.classifiers.functions.Logistic</B></PRE><DL><DT><B>All Implemented Interfaces:</B> <DD>java.io.Serializable, java.lang.Cloneable, <A HREF="../../../weka/core/CapabilitiesHandler.html" title="interface in weka.core">CapabilitiesHandler</A>, <A HREF="../../../weka/core/OptionHandler.html" title="interface in weka.core">OptionHandler</A>, <A HREF="../../../weka/core/TechnicalInformationHandler.html" title="interface in weka.core">TechnicalInformationHandler</A>, <A HREF="../../../weka/core/WeightedInstancesHandler.html" title="interface in weka.core">WeightedInstancesHandler</A></DD></DL><HR><DL><DT><PRE>public class <B>Logistic</B><DT>extends <A HREF="../../../weka/classifiers/Classifier.html" title="class in weka.classifiers">Classifier</A><DT>implements <A HREF="../../../weka/core/OptionHandler.html" title="interface in weka.core">OptionHandler</A>, <A HREF="../../../weka/core/WeightedInstancesHandler.html" title="interface in weka.core">WeightedInstancesHandler</A>, <A HREF="../../../weka/core/TechnicalInformationHandler.html" title="interface in weka.core">TechnicalInformationHandler</A></DL></PRE><P><!-- globalinfo-start --> Class for building and using a multinomial logistic regression model with a ridge estimator.<br/> <br/> There are some modifications, however, compared to the paper of leCessie and van Houwelingen(1992): <br/> <br/> If there are k classes for n instances with m attributes, the parameter matrix B to be calculated will be an m*(k-1) matrix.<br/> <br/> The probability for class j with the exception of the last class is<br/> <br/> Pj(Xi) = exp(XiBj)/((sum[j=1..(k-1)]exp(Xi*Bj))+1) <br/> <br/> The last class has probability<br/> <br/> 1-(sum[j=1..(k-1)]Pj(Xi)) <br/> = 1/((sum[j=1..(k-1)]exp(Xi*Bj))+1)<br/> <br/> The (negative) multinomial log-likelihood is thus: <br/> <br/> L = -sum[i=1..n]{<br/> sum[j=1..(k-1)](Yij * ln(Pj(Xi)))<br/> +(1 - (sum[j=1..(k-1)]Yij)) <br/> * ln(1 - sum[j=1..(k-1)]Pj(Xi))<br/> } + ridge * (B^2)<br/> <br/> In order to find the matrix B for which L is minimised, a Quasi-Newton Method is used to search for the optimized values of the m*(k-1) variables. Note that before we use the optimization procedure, we 'squeeze' the matrix B into a m*(k-1) vector. For details of the optimization procedure, please check weka.core.Optimization class.<br/> <br/> Although original Logistic Regression does not deal with instance weights, we modify the algorithm a little bit to handle the instance weights.<br/> <br/> For more information see:<br/> <br/> le Cessie, S., van Houwelingen, J.C. (1992). Ridge Estimators in Logistic Regression. Applied Statistics. 41(1):191-201.<br/> <br/> Note: Missing values are replaced using a ReplaceMissingValuesFilter, and nominal attributes are transformed into numeric attributes using a NominalToBinaryFilter. <p/> <!-- globalinfo-end --> <!-- technical-bibtex-start --> BibTeX: <pre> @article{leCessie1992, author = {le Cessie, S. and van Houwelingen, J.C.}, journal = {Applied Statistics}, number = {1}, pages = {191-201}, title = {Ridge Estimators in Logistic Regression}, volume = {41}, year = {1992} } </pre> <p/> <!-- technical-bibtex-end --> <!-- options-start --> Valid options are: <p/> <pre> -D Turn on debugging output.</pre> <pre> -R <ridge> Set the ridge in the log-likelihood.</pre> <pre> -M <number> Set the maximum number of iterations (default -1, until convergence).</pre> <!-- options-end --><P><P><DL><DT><B>Version:</B></DT> <DD>$Revision: 1.36 $</DD><DT><B>Author:</B></DT> <DD>Xin Xu (xx5@cs.waikato.ac.nz)</DD><DT><B>See Also:</B><DD><A HREF="../../../serialized-form.html#weka.classifiers.functions.Logistic">Serialized Form</A></DL><HR><P><!-- ======== CONSTRUCTOR SUMMARY ======== --><A NAME="constructor_summary"><!-- --></A><TABLE BORDER="1" WIDTH="100%" CELLPADDING="3" CELLSPACING="0" SUMMARY=""><TR BGCOLOR="#CCCCFF" CLASS="TableHeadingColor"><TH ALIGN="left" COLSPAN="2"><FONT SIZE="+2"><B>Constructor Summary</B></FONT></TH></TR><TR BGCOLOR="white" CLASS="TableRowColor"><TD><CODE><B><A HREF="../../../weka/classifiers/functions/Logistic.html#Logistic()">Logistic</A></B>()</CODE><BR> </TD></TR></TABLE> <!-- ========== METHOD SUMMARY =========== --><A NAME="method_summary"><!-- --></A><TABLE BORDER="1" WIDTH="100%" CELLPADDING="3" CELLSPACING="0" SUMMARY=""><TR BGCOLOR="#CCCCFF" CLASS="TableHeadingColor"><TH ALIGN="left" COLSPAN="2"><FONT SIZE="+2"><B>Method Summary</B></FONT></TH></TR><TR BGCOLOR="white" CLASS="TableRowColor"><TD ALIGN="right" VALIGN="top" WIDTH="1%"><FONT SIZE="-1"><CODE> void</CODE></FONT></TD><TD><CODE><B><A HREF="../../../weka/classifiers/functions/Logistic.html#buildClassifier(weka.core.Instances)">buildClassifier</A></B>(<A HREF="../../../weka/core/Instances.html" title="class in weka.core">Instances</A> train)</CODE><BR> Builds the classifier</TD></TR><TR BGCOLOR="white" CLASS="TableRowColor"><TD ALIGN="right" VALIGN="top" WIDTH="1%"><FONT SIZE="-1"><CODE> java.lang.String</CODE></FONT></TD><TD><CODE><B><A HREF="../../../weka/classifiers/functions/Logistic.html#debugTipText()">debugTipText</A></B>()</CODE><BR> Returns the tip text for this property</TD></TR><TR BGCOLOR="white" CLASS="TableRowColor"><TD ALIGN="right" VALIGN="top" WIDTH="1%"><FONT SIZE="-1"><CODE> double[]</CODE></FONT></TD><TD><CODE><B><A HREF="../../../weka/classifiers/functions/Logistic.html#distributionForInstance(weka.core.Instance)">distributionForInstance</A></B>(<A HREF="../../../weka/core/Instance.html" title="class in weka.core">Instance</A> instance)</CODE><BR> Computes the distribution for a given instance</TD></TR><TR BGCOLOR="white" CLASS="TableRowColor"><TD ALIGN="right" VALIGN="top" WIDTH="1%"><FONT SIZE="-1"><CODE> <A HREF="../../../weka/core/Capabilities.html" title="class in weka.core">Capabilities</A></CODE></FONT></TD><TD><CODE><B><A HREF="../../../weka/classifiers/functions/Logistic.html#getCapabilities()">getCapabilities</A></B>()</CODE><BR> Returns default capabilities of the classifier.</TD></TR><TR BGCOLOR="white" CLASS="TableRowColor"><TD ALIGN="right" VALIGN="top" WIDTH="1%"><FONT SIZE="-1"><CODE> boolean</CODE></FONT></TD><TD><CODE><B><A HREF="../../../weka/classifiers/functions/Logistic.html#getDebug()">getDebug</A></B>()</CODE><BR> Gets whether debugging output will be printed.</TD></TR><TR BGCOLOR="white" CLASS="TableRowColor"><TD ALIGN="right" VALIGN="top" WIDTH="1%"><FONT SIZE="-1"><CODE> int</CODE></FONT></TD><TD><CODE><B><A HREF="../../../weka/classifiers/functions/Logistic.html#getMaxIts()">getMaxIts</A></B>()</CODE><BR> Get the value of MaxIts.</TD></TR><TR BGCOLOR="white" CLASS="TableRowColor"><TD ALIGN="right" VALIGN="top" WIDTH="1%"><FONT SIZE="-1"><CODE> java.lang.String[]</CODE></FONT></TD><TD><CODE><B><A HREF="../../../weka/classifiers/functions/Logistic.html#getOptions()">getOptions</A></B>()</CODE><BR> Gets the current settings of the classifier.</TD></TR><TR BGCOLOR="white" CLASS="TableRowColor"><TD ALIGN="right" VALIGN="top" WIDTH="1%"><FONT SIZE="-1"><CODE> double</CODE></FONT></TD><TD><CODE><B><A HREF="../../../weka/classifiers/functions/Logistic.html#getRidge()">getRidge</A></B>()</CODE><BR> Gets the ridge in the log-likelihood.</TD></TR><TR BGCOLOR="white" CLASS="TableRowColor"><TD ALIGN="right" VALIGN="top" WIDTH="1%"><FONT SIZE="-1"><CODE> <A HREF="../../../weka/core/TechnicalInformation.html" title="class in weka.core">TechnicalInformation</A></CODE></FONT></TD><TD><CODE><B><A HREF="../../../weka/classifiers/functions/Logistic.html#getTechnicalInformation()">getTechnicalInformation</A></B>()</CODE>
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