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On Calibration of Nested Dichotomies

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Advances in Knowledge Discovery and Data Mining (PAKDD 2019)

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Abstract

Nested dichotomies (NDs) are used as a method of transforming a multiclass classification problem into a series of binary problems. A tree structure is induced that recursively splits the set of classes into subsets, and a binary classification model learns to discriminate between the two subsets of classes at each node. In this paper, we demonstrate that these NDs typically exhibit poor probability calibration, even when the binary base models are well-calibrated. We also show that this problem is exacerbated when the binary models are poorly calibrated. We discuss the effectiveness of different calibration strategies and show that accuracy and log-loss can be significantly improved by calibrating both the internal base models and the full ND structure, especially when the number of classes is high.

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Authors and Affiliations

  1. Department of Computer Science, University of Waikato, Hamilton, New Zealand

    Tim Leathart, Eibe Frank, Bernhard Pfahringer & Geoffrey Holmes

Authors
  1. Tim Leathart
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  2. Eibe Frank
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  3. Bernhard Pfahringer
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  4. Geoffrey Holmes
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Corresponding author

Correspondence to Tim Leathart .

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Editors and Affiliations

  1. Hong Kong University of Science and Technology, Hong Kong, China

    Qiang Yang

  2. Nanjing University, Nanjing, China

    Zhi-Hua Zhou

  3. University of Macau, Taipa, Macau, China

    Zhiguo Gong

  4. Southeast University, Nanjing, China

    Min-Ling Zhang

  5. Nanjing University of Aeronautics and Astronautics, Nanjing, China

    Sheng-Jun Huang

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Leathart, T., Frank, E., Pfahringer, B., Holmes, G. (2019). On Calibration of Nested Dichotomies. In: Yang, Q., Zhou, ZH., Gong, Z., Zhang, ML., Huang, SJ. (eds) Advances in Knowledge Discovery and Data Mining. PAKDD 2019. Lecture Notes in Computer Science(), vol 11439. Springer, Cham. https://doi.org/10.1007/978-3-030-16148-4_6

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  • DOI: https://doi.org/10.1007/978-3-030-16148-4_6

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  • Online ISBN: 978-3-030-16148-4

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