Venn Predictors for Well-Calibrated Probability Estimation TreesShow others and affiliations
2018 (English)In: Proceedings of the 7th Workshop on Conformal and Probabilistic Prediction and Applications, COPA 2018, ML Research Press , 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 data sets, 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.
Place, publisher, year, edition, pages
ML Research Press , 2018. p. 3-14
Keywords [en]
Calibration, Decision trees, Reliability, Venn predictors
National Category
Computer Sciences Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:kth:diva-350616Scopus ID: 2-s2.0-85160553505OAI: oai:DiVA.org:kth-350616DiVA, id: diva2:1884616
Conference
7th Workshop on Conformal and Probabilistic Prediction and Applications, COPA 2018, Maastricht, Netherlands, Kingdom of the, Jun 11 2018 - Jun 13 2018
Note
QC 20240717
2024-07-172024-07-172024-07-17Bibliographically approved