On the Interpretability of Conditional Probability Estimates in the Agnostic Setting

  title={On the Interpretability of Conditional Probability Estimates in the Agnostic Setting},
  author={Yihan Gao and Aditya G. Parameswaran and J. Peng},
  • Yihan Gao, Aditya G. Parameswaran, J. Peng
  • Published in AISTATS 2017
  • Computer Science, Mathematics
  • We study the interpretability of conditional probability estimates for binary classification under the agnostic setting or scenario. Under the agnostic setting, conditional probability estimates do not necessarily reflect the true conditional probabilities. Instead, they have a certain calibration property: among all data points that the classifier has predicted P(Y = 1|X) = p, p portion of them actually have label Y = 1. For cost-sensitive decision problems, this calibration property provides… CONTINUE READING
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