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Generalized Additive Models for Classification

Generalized Additive Models (GAMs) can be applied to classification problems where the response variable YY is qualitative. Assuming a binary response where YY takes values 0 or 1, let p(X)=Pr(Y=1X)p(X) = Pr(Y = 1 \mid X) be the conditional probability that the response equals one given the predictors. The standard logistic regression model is 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. With GAMs, each linear component βjXj\beta_j X_j is replaced by a non-linear function fj(Xj)f_j(X_j), resulting in the model: 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 2026-06-21

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Data Science