Probabilistic classification: Difference between revisions

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For the [[binary classification|binary]] case, a common approach is to apply [[Platt scaling]], which learns a [[logistic regression]] model on the scores.<ref name="platt99">{{cite journal |last=Platt |first=John |author-link=John Platt (computer scientist) |title=Probabilistic outputs for support vector machines and comparisons to regularized likelihood methods |journal=Advances in Large Margin Classifiers |volume=10 |issue=3 |year=1999 |pages=61–74 |url=https://www.researchgate.net/publication/2594015}}</ref>

An alternative method using [[isotonic regression]]<ref>{{Cite book | last1 = Zadrozny | first1 = Bianca| last2 = Elkan | first2 = Charles| doi = 10.1145/775047.775151 | chapter = Transforming classifier scores into accurate multiclass probability estimates | chapter-url = httphttps://www.cs.cornell.edu/courses/cs678/2007sp/ZadroznyElkan.pdf| title = Proceedings of the eighth ACM SIGKDD international conference on Knowledge discovery and data mining - KDD '02 | pages = 694–699| year = 2002 | isbn = 978-1-58113-567-1| id = [[CiteSeerX]]: {{URL|1=citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.13.7457|2=10.1.1.13.7457}}| citeseerx = 10.1.1.164.8140| s2cid = 3349576}}</ref> is generally superior to Platt's method when sufficient training data is available.<ref name="Niculescu"/>

In the [[multiclass classification|multiclass]] case, one can use a reduction to binary tasks, followed by univariate calibration with an algorithm as described above and further application of the pairwise coupling algorithm by Hastie and Tibshirani.<ref>{{Cite journal | last1 = Hastie | first1 = Trevor| last2 = Tibshirani | first2 = Robert| doi = 10.1214/aos/1028144844 | title = Classification by pairwise coupling | journal = [[The Annals of Statistics]] | volume = 26 | issue = 2 | pages = 451–471| year = 1998 | zbl = 0932.62071| id = [[CiteSeerX]]: {{URL|1=citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.46.6032|2=10.1.1.46.6032}}| citeseerx = 10.1.1.309.4720 }}</ref>

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==Software Implementations==

* MoRPE<ref>{{cite web |title=MoRPE |url=https://github.com/adaviding/morpe |website=GitHub |access-date=17 February 2023}}</ref> is a trainable probabilistic classifier that uses [[isotonic regression]] for probability calibration. It solves the [[multiclass classification|multiclass]] case by reduction to binary tasks. It is a type of kernel [https://www.aiease.ai/es/blog/how-to-increase-photo-resolution/ machine] that uses an inhomogeneous polynomial kernel.

==References==