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Venn Predictors for Well-Calibrated Probability Estimation Trees
Dept. of Computer Science and Informatics, Jönköping University, Sweden; Dept. of Information Technology, University of Borås, Sweden.
Dept. of Computer Science and Informatics, Jönköping University, Sweden; Dept. of Information Technology, University of Borås, Sweden.
Dept. of Computer Science and Informatics, Jönköping University, Sweden; Dept. of Information Technology, University of Borås, Sweden.
Dept. of Information Technology, University of Borås, Sweden.
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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

Available from: 2024-07-17 Created: 2024-07-17 Last updated: 2024-07-17Bibliographically approved

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Boström, Henrik

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CiteExportLink to record
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Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
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Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf