Calibration of probability predictions from machine-learning and statistical models
Abstract: Aim
Predictions from statistical models may be uncalibrated, meaning that the predicted values do not have the nominal coverage probability. This is easiest seen with probability predictions in machine‐learning classification, including the common species occurrence probabilities. Here, a predicted probability of, say, .7 should indicate that out of 100 cases with these environmental conditions, and hence the same predicted probability, the species should be present in 70 and absent in 30.
Innovation
A simple calibration plot shows that this is not necessarily the case, particularly not for overfitted models or algorithms that use non‐likelihood target functions. As a consequence, ‘raw’ predictions from such a model could easily be off by .2, are unsuitable for averaging across model types, and resulting maps hence be substantially distorted. The solution, a flexible calibration regression, is simple and can be applied whenever deviations are observed.
Main conclusions
‘Raw’, uncalibrated probability predictions should be calibrated before interpreting or averaging them in a probabilistic way
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Anmerkungen
-
Global ecology and biogeography. - 29, 4 (2020) , 760-765, ISSN: 1466-8238
- DOI
-
10.1111/geb.13070
- URN
-
urn:nbn:de:bsz:25-freidok-1554536
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:50 MEZ
Datenpartner
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Beteiligte
- Dormann, Carsten F.
- Universität
Entstanden
- 2020
Ähnliche Objekte (12)
Probability and statistical inference, Vol. 1.. Probability
Probability with statistical applications
Statistical and Machine Learning Methods for Handling Selectivity in Non-Probability Samples
Probability and classical statistical physics :
Probability and statistical inference, Vol. 2.. Statistical inference
Introduction to probability with statistical applications
Neural networks for conditional probability estimation : forecasting beyond point predictions
Multivariate calibration of classifier scores into the probability space
Machine Learning Methodologies for Interpretable Compound Activity Predictions
Macroeconomic predictions using payments data and machine learning
Hierarchical Bayes Statistical Analyses for a Calibration Experiment
Hierarchical Bayes statistical analyses for a calibration experiment
Probability and statistical inference, Vol. 1.. Probability
Probability with statistical applications
Statistical and Machine Learning Methods for Handling Selectivity in Non-Probability Samples
Probability and classical statistical physics :
Probability and statistical inference, Vol. 2.. Statistical inference
Introduction to probability with statistical applications
Neural networks for conditional probability estimation : forecasting beyond point predictions
Multivariate calibration of classifier scores into the probability space
Machine Learning Methodologies for Interpretable Compound Activity Predictions
Macroeconomic predictions using payments data and machine learning
Hierarchical Bayes Statistical Analyses for a Calibration Experiment
Hierarchical Bayes statistical analyses for a calibration experiment
Probability and statistical inference, Vol. 1.. Probability
Probability with statistical applications
Statistical and Machine Learning Methods for Handling Selectivity in Non-Probability Samples
Probability and classical statistical physics :
Probability and statistical inference, Vol. 2.. Statistical inference
Introduction to probability with statistical applications
Neural networks for conditional probability estimation : forecasting beyond point predictions
Multivariate calibration of classifier scores into the probability space
Machine Learning Methodologies for Interpretable Compound Activity Predictions
Macroeconomic predictions using payments data and machine learning
Hierarchical Bayes Statistical Analyses for a Calibration Experiment