2013/2/15 David Lambert <[email protected]>: > > On Feb 14, 2013, at 6:52 PM, Lars Buitinck <[email protected]> wrote: > >> 2013/2/15 <[email protected]>: >>> how about softmax? >> >> The model is not intended for probability outputs. A predict_proba is >> not required; just implement a decision_function instead. > > Fair enough, and already done. For my own education though, would > softmax do the trick, or would something else be suitable? (I thought > more or less any classifier could be persuaded to give probabilities > somehow…)
Softmax with a scale / slope of 1. and and intercept of 0.5 would yield uncalibrated (as in arbitrarily wrong) probabilities estimates. Generating good class probabilities estimates would require calibrating the sigmoid shape using the Platt scaling method or a non parametric calibration based on Isotonic Regression for instance. http://www.machinelearning.org/proceedings/icml2005/papers/079_GoodProbabilities_NiculescuMizilCaruana.pdf -- Olivier http://twitter.com/ogrisel - http://github.com/ogrisel ------------------------------------------------------------------------------ Free Next-Gen Firewall Hardware Offer Buy your Sophos next-gen firewall before the end March 2013 and get the hardware for free! Learn more. http://p.sf.net/sfu/sophos-d2d-feb _______________________________________________ Scikit-learn-general mailing list [email protected] https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
