Scikit Learn: Logistic Regression model coefficients: Clarification

Question

I need to know how to return the logistic regression coefficients in such a manner that I can generate the predicted probabilities myself.

My code looks like this:

lr = LogisticRegression()
lr.fit(training_data, binary_labels)

# Generate probabities automatically
predicted_probs = lr.predict_proba(binary_labels)

I had assumed the lr.coeff_ values would follow typical logistic regression, so that I could return the predicted probabilities like this:

sigmoid( dot([val1, val2, offset], lr.coef_.T) )

But this is not the appropriate formulation. Does anyone have the proper format for generating predicted probabilities from Scikit Learn LogisticRegression?
Thanks!

Asked By: zbinsd

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Source

Answer 1

take a look at the documentations (http://scikit-learn.org/stable/modules/generated/sklearn.linear_model.LogisticRegression.html), offset coefficient isn’t stored by lr.coef_

coef_ array, shape = [n_classes-1, n_features] Coefficient of the
features in the decision function. coef_ is readonly property derived
from raw_coef_ that follows the internal memory layout of liblinear.
intercept_ array, shape = [n_classes-1] Intercept (a.k.a. bias) added
to the decision function. It is available only when parameter
intercept is set to True.

try:

sigmoid( dot([val1, val2], lr.coef_) + lr.intercept_ )

Answered By: prgao

Answer 2

The easiest way is by calling coef_ attribute of LR classifier:

Definition of coef_ please check Scikit-Learn document:

See example:

from sklearn.linear_model import LogisticRegression

clf = LogisticRegression()  
clf.fit(x_train,y_train)  

weight = classifier.coef_

Answered By: Yinhao

Scikit Learn: Logistic Regression model coefficients: Clarification

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