Predicting accurate probabilities with a ranking loss

@article{Menon2012PredictingAP,
  title={Predicting accurate probabilities with a ranking loss},
  author={Aditya Krishna Menon and Xiaoqian Jiang and Shankar Vembu and Charles Elkan and Lucila Ohno-Machado},
  journal={Proceedings of the ... International Conference on Machine Learning. International Conference on Machine Learning},
  year={2012},
  volume={2012},
  pages={703-710}
}
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 technique offers both good ranking and regression performance, and models a richer set of probability distributions than statistical workhorses such as logistic regression. We provide… CONTINUE READING