Robust Logistic Regression and Classification
نویسندگان
چکیده
We consider logistic regression with arbitrary outliers in the covariate matrix. We propose a new robust logistic regression algorithm, called RoLR, that estimates the parameter through a simple linear programming procedure. We prove that RoLR is robust to a constant fraction of adversarial outliers. To the best of our knowledge, this is the first result on estimating logistic regression model when the covariate matrix is corrupted with any performance guarantees. Besides regression, we apply RoLR to solving binary classification problems where a fraction of training samples are corrupted.
منابع مشابه
Comparison of ordinary logistic regression and robust logistic regression models in modeling of pre-diabetes risk factors
Background: Regarding the increased risk of developing type 2 diabetes in pre-diabetic people, identifying pre-diabetes and determining of its risk factors seems so necessary. In this study, it is aimed to compare ordinary logistic regression and robust logistic regression models in modeling pre-diabetes risk factors. Methods: This is a cross-sectional study and conducted on 6460 people, over ...
متن کاملPredicting Bankruptcy with Robust Logistic Regression
Using financial ratio data from 2006 and 2007, this study uses a three-fold cross validation scheme to compare the classification and prediction of bankrupt firms by robust logistic regression with the Bianco and Yohai (BY) estimator versus maximum likelihood (ML) logistic regression. With both the 2006 and 2007 data, BY robust logistic regression improves both the classification of bankrupt fi...
متن کاملFactors Influencing Drug Injection History among Prisoners: A Comparison between Classification and Regression Trees and Logistic Regression Analysis
Background: Due to the importance of medical studies, researchers of this field should be familiar with various types of statistical analyses to select the most appropriate method based on the characteristics of their data sets. Classification and regression trees (CARTs) can be as complementary to regression models. We compared the performance of a logistic regression model and a CART in predi...
متن کاملAn application of principal component analysis and logistic regression to facilitate production scheduling decision support system: an automotive industry case
Production planning and control (PPC) systems have to deal with rising complexity and dynamics. The complexity of planning tasks is due to some existing multiple variables and dynamic factors derived from uncertainties surrounding the PPC. Although literatures on exact scheduling algorithms, simulation approaches, and heuristic methods are extensive in production planning, they seem to be ineff...
متن کاملComparing the Results of Logistic Regression Model and Classification and Regression Tree Analysis in Determining Prognostic Factors for Coronary Artery Disease in Mashhad, Iran
Background and purpose: Understanding of the risk factors for cardiovascular artery disease, which is the leading cause of death worldwide, can lead to essential changes in its etiology, prevalence, and treatment. The aim of this study was to compare the results of logistic regression model and Classification and Regression Tree Analysis (CART) in determining the prognostic factors for coronary...
متن کامل