John Cook talks about my favorite form of regression that serves to solve classification problems:
Logistic regression models the probability of a yes/no event occurring. It gives you more information than a model that simply tries to classify yeses and nos. I advised a client to move from an uninterpretable classification method to logistic regression and they were so excited about the result that they filed a patent on it.
It’s too late to patent logistic regression, but they filed a patent on the application of logistic regression to their domain. I don’t know whether the patent was ever granted.
Read on for a few more thoughts on and around logistic regression and logits from a mathematician.