Hi Jeff,

In general, most implementations of predict_proba are some proxy the
conditional probability p(y|x). Some of them really are modelling this
quantity quite well (e.g., gaussian process) while for some others it
is closer to a heuristic than to the actual p(y|x) (e.g., with linear
models).

If for your application, it is important to have an accurate
estimation of p(y|x) I would recommend using an algorithm that
explicitly computes this quantity and/or would resort to calibration.

Hope this helps,
Gilles

On 26 November 2015 at 22:00, Jeff Levesque <jeff1eves...@yahoo.com> wrote:
> Hey all,
>
> I have a specific question: how do I ensure that the '.predict_proba()' 
> method, associated with the classification sklearn, accurately provides 
> probability, that a provided value is one of the predefined class:
>
> https://github.com/jeff1evesque/machine-learning/issues/1924#issuecomment-159491052
>
> There seems to be a level of error present for small datasets.  Is this 
> normal?
>
>
> Jeffrey Levesque
> https://github.com/jeff1evesque/
> (603) 969-5363
>
> Sent from my iPhone
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