Linear Algorithms for Nonparametric Multiclass Probability Estimation

  title={Linear Algorithms for Nonparametric Multiclass Probability Estimation},
  author={Liyun Zeng and Hao Helen Zhang},
Multiclass probability estimation is the problem of estimating conditional probabilities of a data point belonging to a class given its covariate information. It has broad applications in statistical analysis and data science. Recently a class of weighted Support Vector Machines (wSVMs) have been developed to estimate class probabilities through ensemble learning for K -class problems (Wang, Shen and Liu, 2008; Wang, Zhang and Wu, 2019), where K is the number of classes. The estimators are… 

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