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2018 (English)In: 7th Symposium on Conformal and Probabilistic Prediction and Applications: COPA 2018, 11-13 June 2018, Maastricht, The Netherlands / [ed] Alex J. Gammerman and Vladimir Vovk and Zhiyuan Luo and Evgueni N. Smirnov and Ralf L. M. Peeter, 2018, p. 3-14Conference paper, Published paper (Refereed)
Abstract [en]
Successful use of probabilistic classification requires well-calibrated probability estimates, i.e., the predicted class probabilities must correspond to the true probabilities. The standard solution is to employ an additional step, transforming the outputs from a classifier into probability estimates. In this paper, Venn predictors are compared to Platt scaling and isotonic regression, for the purpose of producing well-calibrated probabilistic predictions from decision trees. The empirical investigation, using 22 publicly available datasets, showed that the probability estimates from the Venn predictor were extremely well-calibrated. In fact, in a direct comparison using the accepted reliability metric, the Venn predictor estimates were the most exact on every data set.
Series
Proceedings of Machine Learning Research
Keywords
Venn predictors, Calibration, Decision trees, Reliability
National Category
Computer Sciences
Research subject
Business and IT
Identifiers
urn:nbn:se:hb:diva-15061 (URN)
Conference
7th Symposium on Conformal and Probabilistic Prediction and Applications, London, June 11th - 13th, 2018
Funder
Knowledge Foundation
2018-09-042018-09-042020-01-29Bibliographically approved