What is Logit and Logistic?

 

In Math

If \(p\) is probability..

  • odds is \(\frac{p}{1-p}\).
  • The logit (logistic unit) function or the log-odds is \(logit(p) = \log \frac{p}{1-p}\) in statistics.
    • Logit function makes a map of probability values from \((0, 1)\) to \((-\infty, +\infty)\).
  • The logistic function or the sigmoid function is the inverse-logit. (\(logistic(x) = logit^{-1}(x) = \frac{1}{1+e^{-x}}=\frac{e^{x}}{e^{x}+1}=p\)

In Machine Learning

The vector of raw (non-normalized) predictions that a classification model generates, which is ordinarily then passed to a normalization function. Normalization function could be the sigmoid function in binary-class classification or softmax function in multi-class classification.

Reference