chore: import upstream snapshot with attribution
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# Logistic Regression: Why sigmoid function?
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So, one of the nice properties of logistic regression is that the sigmoid function outputs the conditional probabilities of the prediction, the class probabilities. How does it work?
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Let's start with the so-called "odds ratio" *p / (1 - p)*, which describes the ratio between the probability that a certain, positive, event occurs and the probability that it doesn't occur -- where positive refers to the "event that we want to predict", i.e., *p(y=1 | x)*.
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(Note that logistic regression a special kind of sigmoid function, the logistic sigmoid; other sigmoid functions exist, for example, the hyperbolic tangent).
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So, the more likely it is that the positive event occurs, the larger the odds' ratio.
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Now, if we take the natural log of this odds' ratio, the log-odds or logit function, we get the following
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Next, let's use this *log transformation* to model the relationship between our explanatory variables and the target variable:
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Now, keep it mind that we are not trying to predict the right part of the equation above, since *p(y=1|x)* is what we are really interested in. So, let's take the inverse of this logit function ... et viola, we get the logistic sigmoid:
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which returns the class probabilities *p(y=1|x)* from the inputs
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