A new method for adapting to label shifts using class probability matching.
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The law of total probability may be deployed in binary classification exercises to estimate the unconditional class probabilities if the class proportions in the training set are not representative of the population class proportions. We argue that this is not a conceptually sound approach and suggest an alternative ba…
Focal loss improves classification but not class-posterior probability estimation.
In this work we investigate to which extent one can recover class probabilities within the empirical risk minimization (ERM) paradigm. The main aim of our paper is to extend existing results and emphasize the tight relations between empirical risk minimization and class probability estimation. Based on existing literat…
One of the central themes in the classification task is the estimation of class posterior probability at a new point . The vast majority of classifiers output a score for , which is monotonically related to the posterior probability via an unknown relationship. There are many attempts in the literature …
An imprecise SHAP method explains class probabilities with limited data.
New linear algorithms improve wSVMs for multiclass probability estimation.
Proposes novel wSVMs for sparse learning and accurate probability estimation.
Study on optimal rates for sequential probability assignment using smoothed analysis.
Implied posterior probability of a given model (say, Support Vector Machines (SVM)) at a point is an estimate of the class posterior probability pertaining to the class of functions of the model applied to a given dataset. It can be regarded as a score (or estimate) for the true posterior probability, which ca…
Friedman's method performs well for estimating class distributions.
We study the problem of supervised learning for both binary and multiclass classification from a unified geometric perspective. In particular, we propose a geometric regularization technique to find the submanifold corresponding to a robust estimator of the class probability . The regularization term meas…
We consider a random walk on the mapping class group of a surface of finite type. We assume that the random walk is determined by a probability measure whose support is finite and generates a non-elementary subgroup . We further assume that is not consisting only of lifts with respect to any one covering. Then w…
Estimates growth of reciprocal classes in Hecke groups.
A method for classifying points with minimal queries using Hermite polynomials.
Conventional multiclass conditional probability estimation methods, such as Fisher's discriminate analysis and logistic regression, often require restrictive distributional model assumption. In this paper, a model-free estimation method is proposed to estimate multiclass conditional probability through a series of cond…
In many applications, accurate class probability estimates are required, but many types of models produce poor quality probability estimates despite achieving acceptable classification accuracy. Even though probability calibration has been a hot topic of research in recent times, the majority of this has investigated n…
Optimizes feature shifts for tree ensemble reclassification.
SJS model predicts label shifts in multinomial datasets.
The majority of traditional classification ru les minimizing the expected probability of error (0-1 loss) are inappropriate if the class probability distributions are ill-defined or impossible to estimate. We argue that in such cases class domains should be used instead of class distributions or densities to construct …
New bounds on minimax regret for sequential probability assignment using logarithmic loss.
This work introduces a new metric for comparing imprecise probability models.
A key prerequisite to optimal reasoning under uncertainty in intelligent systems is to start with good class probability estimates. This paper improves on the current best probability estimation trees (Bagged-PETs) and also presents a new ensemble-based algorithm (MOB-ESP). Comparisons are made using several benchmark …
Paper introduces a novel method for estimating model confidence in deep neural classifiers.
We introduce Fisher consistency in the sense of unbiasedness as a desirable property for estimators of class prior probabilities. Lack of Fisher consistency could be used as a criterion to dismiss estimators that are unlikely to deliver precise estimates in test datasets under prior probability and more general dataset…
Work in the classification literature has shown that in computing a classification function, one need not know the class membership of all observations in the training set; the unlabeled observations still provide information on the marginal distribution of the feature set, and can thus contribute to increased classifi…
Improves Active Learning by considering class imbalance and difficulty.
New CPS model tackles conditional probability shift in machine learning.
The framework of this paper is that of risk measuring under uncertainty, which is when no reference probability measure is given. To every regular convex risk measure on , we associate a unique equivalence class of probability measures on Borel sets, characterizing the riskless non positive elements of $…
ESRLCM clusters similar responses, more broadly than traditional models.
Many classification applications require accurate probability estimates in addition to good class separation but often classifiers are designed focusing only on the latter. Calibration is the process of improving probability estimates by post-processing but commonly used calibration algorithms work poorly on small data…
In multi-instance (MI) learning, each object (bag) consists of multiple feature vectors (instances), and is most commonly regarded as a set of points in a multidimensional space. A different viewpoint is that the instances are realisations of random vectors with corresponding probability distribution, and that a bag is…
We show that the probability that a finitely supported random walk on a non-elementary subgroup of the the mapping class group gives a non-pseudo-Anosov element decays exponentially in the length of the random walk. More generally, we show that if R is a set of mapping class group elements with an upper bound on their …
Without probability theory, we define classes of supermartingales, martingales, and semimartingales in idealized financial markets with continuous price paths. This allows us to establish probability-free versions of a number of standard results in martingale theory, including the Dubins-Schwarz theorem, the Girsanov t…
New approach predicts event probabilities for better event detection.
A new method calculates optimal decisions from classifier outputs, improving predictions in drug discovery.
A new IPM uses ReLU networks to measure probability discrepancies.
In many real-world applications of machine learning classifiers, it is essential to predict the probability of an example belonging to a particular class. This paper proposes a simple technique for predicting probabilities based on optimizing a ranking loss, followed by isotonic regression. This semi-parametric techniq…
KCal calibrates deep networks by embedding logits in a metric space.
This paper extends adversarial attacks to produce desired class probability distributions.
New method improves ensemble inference for high-class tasks.
The aim of this short note is to draw attention to a method by which the partition function and marginal probabilities for a certain class of random fields on complete graphs can be computed in polynomial time. This class includes Ising models with homogeneous pairwise potentials but arbitrary (inhomogeneous) unary pot…
This work presents a new classifier that is specifically designed to be fully interpretable. This technique determines the probability of a class outcome, based directly on probability assignments measured from the training data. The accuracy of the predicted probability can be improved by measuring more probability es…
We study the problem of learning Markov decision processes with finite state and action spaces when the transition probability distributions and loss functions are chosen adversarially and are allowed to change with time. We introduce an algorithm whose regret with respect to any policy in a comparison class grows as t…
Develops methods to find most probable paths on complex manifolds.
Gradient flows on distributions of distributions for machine learning tasks.
We show that a random walk on the mapping class group of an orientable surface gives rise to a pseudo-Anosov element with asymptotic probability one. Our methods apply to many subgroups of the mapping class group, including the Torelli group.
FJS method improves multinomial classification accuracy.