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  2. Bayes error rate - Wikipedia

    en.wikipedia.org/wiki/Bayes_error_rate

    where is the instance, [] the expectation value, is a class into which an instance is classified, (|) is the conditional probability of label for instance , and () is the 0–1 loss function: L ( x , y ) = 1 − δ x , y = { 0 if x = y 1 if x ≠ y {\displaystyle L(x,y)=1-\delta _{x,y}={\begin{cases}0&{\text{if }}x=y\\1&{\text{if }}x\neq y\end ...

  3. Probabilistic classification - Wikipedia

    en.wikipedia.org/wiki/Probabilistic_classification

    Formally, an "ordinary" classifier is some rule, or function, that assigns to a sample x a class label ลท: ^ = The samples come from some set X (e.g., the set of all documents, or the set of all images), while the class labels form a finite set Y defined prior to training.

  4. Loss functions for classification - Wikipedia

    en.wikipedia.org/wiki/Loss_functions_for...

    Given the binary nature of classification, a natural selection for a loss function (assuming equal cost for false positives and false negatives) would be the 0-1 loss function (0–1 indicator function), which takes the value of 0 if the predicted classification equals that of the true class or a 1 if the predicted classification does not match ...

  5. Maximum likelihood estimation - Wikipedia

    en.wikipedia.org/wiki/Maximum_likelihood_estimation

    In statistics, maximum likelihood estimation (MLE) is a method of estimating the parameters of an assumed probability distribution, given some observed data. This is achieved by maximizing a likelihood function so that, under the assumed statistical model , the observed data is most probable.

  6. Evaluation of binary classifiers - Wikipedia

    en.wikipedia.org/wiki/Evaluation_of_binary...

    As such, it compares estimates of pre- and post-test probability. In total ignorance, one can compare a rule to flipping a coin (p0=0.5). This measure is prevalence-dependent. If 90% of people with COVID symptoms don't have COVID, the prior probability P(-) is 0.9, and the simple rule "Classify all such patients as COVID-free." would be 90% ...

  7. Platt scaling - Wikipedia

    en.wikipedia.org/wiki/Platt_scaling

    In machine learning, Platt scaling or Platt calibration is a way of transforming the outputs of a classification model into a probability distribution over classes.The method was invented by John Platt in the context of support vector machines, [1] replacing an earlier method by Vapnik, but can be applied to other classification models. [2]

  8. Minimax estimator - Wikipedia

    en.wikipedia.org/wiki/Minimax_estimator

    For example, the ML estimator from the previous example may be attained as the limit of Bayes estimators with respect to a uniform prior, [,] with increasing support and also with respect to a zero-mean normal prior (,) with increasing variance. So neither the resulting ML estimator is unique minimax nor the least favorable prior is unique.

  9. Bayes classifier - Wikipedia

    en.wikipedia.org/wiki/Bayes_classifier

    A classifier is a rule that assigns to an observation X=x a guess or estimate of what the unobserved label Y=r actually was. In theoretical terms, a classifier is a measurable function C : R d → { 1 , 2 , … , K } {\displaystyle C:\mathbb {R} ^{d}\to \{1,2,\dots ,K\}} , with the interpretation that C classifies the point x to the class C ( x ).