Logistic Regression and Classification with non-Euclidean Covariates
share
We introduce a logistic regression model for data pairs consisting of a binary response and a covariate residing in a non-Euclidean metric space without vector structures. Based on the proposed model we also develop a binary classifier for non-Euclidean objects. We propose a maximum likelihood estimator for the non-Euclidean regression coefficient in the model, and provide upper bounds on the estimation error under various metric entropy conditions that quantify complexity of the underlying metric space. Matching lower bounds are derived for the important metric spaces commonly seen in statistics, establishing optimality of the proposed estimator in such spaces. Similarly, an upper bound on the excess risk of the developed classifier is provided for general metric spaces. A finer upper bound and a matching lower bound, and thus optimality of the proposed classifier, are established for Riemannian manifolds. We investigate the numerical performance of the proposed estimator and classifier via simulation studies, and illustrate their practical merits via an application to task-related fMRI data.
READ FULL TEXT