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STAT@UVM Seminar: Relations between margin-based binary classifiers and logistic regression with Jeffrey S. Buzas
September 26, 2022 @ 12:00 pm - 1:00 pm
STAT@UVM Seminar: Jeffrey S. Buzas
Relations between margin-based binary classifiers and logistic regression
Abstract: This talk explores new connections between logistic regression and margin-based binary classification methods. The connections provide novel perspectives and insight on classification methods that use exponential loss, logistic loss, and other commonly used loss functions. The connections suggest new approaches to adjusting for covariate measurement error in
logistic regression with lasso or ridge constraints. Additionally, a general class of loss functions is defined with a population minimizer interpretable on the logit scale. The class includes exponential, logistic, logistic regression, Savage, and α-tunable loss functions, thereby providing additional insight as to their commonalities and differences. An interesting new loss function emerges from the general class. Properties of this new loss function are explored.
