Value Weighted Regularized Logistic Regression Model

Chang-Hwan Lee, Mina Jung

http://doi.org/

Logistic regression is widely used for predicting and estimating the relationship among variables. We propose a new logistic regression model, the value weighted logistic regression, which comprises of a fine-grained weighting method, and assigns adapted weights to each feature value. This gradient approach obtains the optimal weights of feature values. Experiments were conducted on several data sets from the UCI machine learning repository, and the results revealed that the proposed method achieves meaningful improvement in the prediction accuracy.