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by mnky9800n
2994 days ago
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Logistic regression is doing classification not regression. That is, it's assigning/predicting categories of data points instead of predicting some continuous value on some interval. Maybe this is splitting hairs but the way you evaluate a classification model is totally different than a regression one. |
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There are many ways to evaluate all of these methods, and for classification you may favor something else, but it's completely reasonable to use the (cross validated, or not) empirical risk for both logistic and linear regression. That would be a negative log likelihood in both cases, from the Bernoulli/binomial distribution for logistic regression or the normal distribution for linear regression.