Is logistic regression a regression technique?
Question
Logistic regression is used to solve classification problems. So what is the reason why it is called a regression? What is the link here?
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Answer ( 1 )
In a regression technique, the expectation of the conditional distribution(of the predicted value of the algorithm given predictors) is connected to the predictor variables through a function. For example, in linear regression, the conditional mean of Y(output of the algorithm)|X(for a particular set of predictor variables) is a normal distribution, with the mean being a linear combination of predictor variables. So every prediction we produce is the mean of our normal distribution for that X variable set.
Similarly, in logistic regression, our conditional distribution is binomial(for a 2 class problem), with our logit function of its mean being the linear combination of predictor variables. So Logistic regression is a regression technique used for classification problems because of the assumptions the algorithm makes.