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Prediction Intervals for Class Probabilities

Prediction intervals for class probabilities are of interest in machine learning because they can quantify the uncertainty about the class probability estimate for a test instance. The idea is that all likely class probability values of the test instance are included, with a pre-specified confidence level, in the calculated prediction interval. This thesis proposes a probabilistic model for calculating such prediction intervals. Given the unobservability of class probabilities, a Bayesian approach is employed to derive a complete distribution of the class probability of a test instance based on a set of class observations of training instances in the neighbourhood of the test instance. A random decision tree ensemble learning algorithm is also proposed, whose prediction output constitutes the neighbourhood that is used by the Bayesian model to produce a PI for the test instance. The Bayesian model, which is used in conjunction with the ensemble learning algorithm and the standard nearest-neighbour classifier, is evaluated on artificial datasets and modified real datasets.

Identiferoai:union.ndltd.org:ADTP/238303
Date January 2007
CreatorsYu, Xiaofeng
PublisherThe University of Waikato
Source SetsAustraliasian Digital Theses Program
LanguageEnglish
Detected LanguageEnglish
Rightshttp://www.waikato.ac.nz/library/research_commons/rc_about.shtml#copyright

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