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I am new to coding and statistics. I wanna do classification on a data set and i wanna know if Lasso and Logistic regression with L1 penalty are different?

Zahra Khosravi
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    They are the same. – user2974951 Aug 10 '20 at 11:09
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    But note that logistic regression is for probability estimation not classification. – Frank Harrell Aug 10 '20 at 11:17
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    What @FrankHarrell means is that the output of the logistic regression is, say, $0.7$. What you do with that is up to you. I have a question on here with a nice answer about how to handle the probability output when there is a decision to make. Kolassa has a number of other posts on here about probabilistic outputs, too. https://stats.stackexchange.com/questions/464636/proper-scoring-rule-when-there-is-a-decision-to-make-e-g-spam-vs-ham-email – Dave Aug 10 '20 at 11:34

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