Abstract
In this paper we propose a new algorithm for providing confidence and credibility values for predictions on a multi-class pattern recognition problem which uses Support Vector machines in its implementation. Previous algorithms which have been proposed to achieve this are very processing intensive and are only practical for small data sets. We present here a method which overcomes these limitations and can deal with larger data sets (such as the US Postal Service database). The measures of confidence and credibility given by the algorithm are shown empirically to reflect the quality of the predictions obtained by the algorithm, and are comparable to those given by the less computationally efficient method. In addition to this the overall performance of the algorithm is shown to be comparable to other techniques (such as standard Support Vector machines), which simply give flat predictions and do not provide the extra confidence/credibility measures.
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Saunders, C., Gammerman, A., Vovk, V. (2000). Computationally Efficient Transductive Machines. In: Arimura, H., Jain, S., Sharma, A. (eds) Algorithmic Learning Theory. ALT 2000. Lecture Notes in Computer Science(), vol 1968. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-40992-0_25
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DOI: https://doi.org/10.1007/3-540-40992-0_25
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