Sparse probabilistic classifiers

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Sparse probabilistic classifiers
The scores returned by support vector machines are often used as a confidence measures in the classification of new examples. However, there is no theoretical argument sustaining this practice. Thus, when classification uncertainty has to be assessed, it is safer to resort to classifiers estimating conditional probabilities of class labels. Here, we focus on the ambiguity in the vicinity of the boundary decision. We propose an adaptation of maximum likelihood estimation, instantiated on logistic regression. The model outputs proper conditional probabilities into a user-defined interval and is less precise elsewhere. The model is also sparse, in the sense that few examples contribute to the solution. The computational efficiency is thus improved compared to logistic regression. Furthermore, preliminary experiments show improvements over standard logistic regression and performances similar to support vector machines.
Romain Hérault, Yves Grandvalet
Added 17 Nov 2009
Updated 17 Nov 2009
Type Conference
Year 2007
Where ICML
Authors Romain Hérault, Yves Grandvalet
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