A Simple Lexicographic Ranker and Probability Estimator

  • Authors:
  • Peter Flach;Edson Takashi Matsubara

  • Affiliations:
  • Department of Computer Science, University of Bristol, United Kingdom;Instituto de Ciências e Matemáticas e de Computação, Universidade de São Paulo,

  • Venue:
  • ECML '07 Proceedings of the 18th European conference on Machine Learning
  • Year:
  • 2007

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Abstract

Given a binary classification task, a ranker sorts a set of instances from highest to lowest expectation that the instance is positive. We propose a lexicographic ranker, LexRank, whose rankings are derived not from scores, but from a simple ranking of attribute values obtained from the training data. When using the odds ratio to rank the attribute values we obtain a restricted version of the naive Bayes ranker. We systematically develop the relationships and differences between classification, ranking, and probability estimation, which leads to a novel connection between the Brier score and ROC curves. Combining LexRankwith isotonic regression, which derives probability estimates from the ROC convex hull, results in the lexicographic probability estimator LexProb. Both LexRankand LexProbare empirically evaluated on a range of data sets, and shown to be highly effective.