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arXiv · 1909.05894

A Note on Posterior Probability Estimation for Classifiers

Georgi Nalbantov·Svetoslav Ivanov
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Abstract

One of the central themes in the classification task is the estimation of class posterior probability at a new point $\bf{x}$. The vast majority of classifiers output a score for $\bf{x}$, which is monotonically related to the posterior probability via an unknown relationship. There are many attempts in the literature to estimate this latter relationship. Here, we provide a way to estimate the posterior probability without resorting to using classification scores. Instead, we vary the prior probabilities of classes in order to derive the ratio of pdf's at point $\bf{x}$, which is directly used to determine class posterior probabilities. We consider here the binary classification problem.

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Georgi Nalbantov, Svetoslav Ivanov. 2019-09-12. A Note on Posterior Probability Estimation for Classifiers. https://arxiv.org/abs/1909.05894

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