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by noelwelsh
5165 days ago
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Note that probabilities estimates from logistic regression are often not well calibrated. This typically doesn't matter if you're using logistic regression to create a classifier. However, if you are making cost-sensitive decisions based on probabilities predicted by logistic regression you make run into trouble. There are a number of publications on calibrating probabilities that suggest fixes. All that said, I doubt it makes a difference in this case. |
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