Predicting good probabilities with supervised learning
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Summary
The relationship between the predictions made by different learning algorithms and true posterior probabilities is examined, showing that maximum margin methods such as boosted trees and boosted stumps push probability mass away from 0 and 1 yielding a characteristic sigmoid shaped distortion in the predicted probabilities.
- Type
- article
- Published
- 2005-08-07
- Cited by
- 2,217
- References
- 12
- OpenAlex
- https://openalex.org/W2098824882
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:207158152
Keywords
Margin (machine learning), Artificial intelligence, Calibration, Machine learning, Computer science
References
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- Transforming classifier scores into accurate multiclass probability estimates
- AN EMPIRICAL DISTRIBUTION FUNCTION FOR SAMPLING WITH INCOMPLETE INFORMATION
- UCI Repository of machine learning databases
- Analysis and Visualization of Classifier Performance: Comparison under Imprecise Class and Cost Distributions
- Order restricted statistical inference
- Obtaining Calibrated Probabilities from Boosting
- Support Vector Machine Classifiers as Applied to AVIRIS Data
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- Uncertainty-aware performance assessment of optical imaging modalities with invertible neural networks
- Machine learning in health informatics: making better use of domain experts
- Prediction of metabolomic and transcriptomic patient profiles
- Towards personalized medicine using systems biology and machine learning
- Multilabel Prediction via Calibration
- I2VM: Incremental import vector machines
- Winning the KDD Cup Orange Challenge with Ensemble Selection
- On Calibrated Predictions for Auction Selection Mechanisms
- Computational Linguistic Models of Deceptive Opinion Spam
- Evidential calibration of binary SVM classifiers
- Efficient techniques for cost-sensitive learning with multiple cost considerations
- Advances in SCA and RF-DNA Fingerprinting Through Enhanced Linear Regression Attacks and Application of Random Forest Classifiers
- Information fusion for scene understanding. (Fusion d'informations pour la compréhesion de scènes)
- Interactive Learning Protocols for Natural Language Applications
- On the Uniform Convergence of Consistent Confidence Measures
- Supervised geochemical anomaly detection by pattern recognition
- Aide au diagnostic du cancer de la prostate par IRM multi-paramétrique : une approche par classification supervisée
- Computer Vision – ECCV 2014
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