Introduction to Imprecise Probabilities
by Matthias C. M. Troffaes, Gert de Cooman, Frank P. A. Coolen, Thomas Augustin
10.7 Scoring the conditional probability of the class
If the final aim is to approximate the conditional information of the class
given the attributes instead of optimizing the accuracy, then a different measure should be used. If conditioned to the attributes, what we obtain is a precise probability for the probability of the class
, then the usual score for each case is the logarithm of the likelihood score:
, where
is the true value of the class. This scored is added for the different cases in the test set. If instead of a single probability,
, what we obtain is a credal set
, then there is not an obvious way of generalizing this score. Here we propose to use the following one: Let
the probability having maximum entropy in , then we use the logarithm of the likelihood score computed with ...
Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.
Read now
Unlock full access