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GAMs for Classification Problems

Similar to their use in regression, Generalized Additive Models (GAMs) can be applied to classification problems with qualitative responses. Assuming a binary response YY that equals 0 or 1, we can extend the standard logistic regression model, log(p(X)1p(X))=β0+β1X1+β2X2++βpXp\log\left(\frac{p(X)}{1-p(X)}\right) = \beta_0 + \beta_1 X_1 + \beta_2 X_2 + \dots + \beta_p X_p, by replacing each linear component (βjXj\beta_j X_j) with a non-linear function (fj(Xj)f_j(X_j)). The resulting GAM for classification is: log(p(X)1p(X))=β0+f1(X1)+f2(X2)++fp(Xp)\log\left(\frac{p(X)}{1-p(X)}\right) = \beta_0 + f_1(X_1) + f_2(X_2) + \dots + f_p(X_p).

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Updated 2026-06-20

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Data Science