Classification in R – logistic regression for multiclass classification in R

Classification is a type of supervised machine learning that is used to predict the class or category of a new observation based on the values of its predictors. One popular method of classification is using logistic regression for multiclass classification.

Multiclass classification is a type of classification where the goal is to predict one of more than two possible outcomes. Logistic regression can be used for multiclass classification problems by using a technique called “one-vs-all” (also known as “one-vs-rest”). This technique involves training multiple binary logistic regression models, where each model is trained to predict the probability of one class versus all the other classes. For example, if there are three classes (A, B, and C), three binary logistic regression models will be trained: one to predict class A versus classes B and C, one to predict class B versus classes A and C, and one to predict class C versus classes A and B.

In R, there are several packages available for building multiclass logistic regression models, such as the ‘stats’ and ‘glm’ packages. These packages provide functions for creating and training logistic regression models, as well as functions for evaluating the performance of the model.

The process of building a multiclass logistic regression model in R typically involves the following steps:

Prepare the data: The first step is to prepare the data for the model. This may involve cleaning the data, splitting it into training and testing sets, and creating dummy variables for categorical predictors.

Define the model: The next step is to define the structure of the model, including the dependent and independent variables, and the number of classes.

Train the model: The model is trained using the prepared data by using one-vs-all technique, where multiple binary logistic regression models will be trained, one for each class versus all the other classes.

Evaluate the model: The model’s performance is evaluated using various metrics such as accuracy, precision, recall, and F1 score.

Make predictions: Once the model is trained and evaluated, it can be used to make predictions on new data by inputting the values of the independent variables for each binary logistic regression model, and selecting the class that has the highest probability.

Logistic regression is a simple and interpretable model, it’s also good at dealing with high-dimensional data and can handle categorical variables as well. However, logistic regression assumes that the relationship between the predictor variables and the outcome is linear, which may not be true in some cases. It also assumes that the data is independent and identically distributed, which may not always be the case. Additionally, when applied to multiclass classification, it’s prone to produce correlated errors and may not be optimal in terms of performance.

In this Applied Machine Learning & Data Science Recipe (Jupyter Notebook), the reader will find the practical use of applied machine learning and data science in R programming: Classification in R – logistic regression for multiclass classification in R.