Ensemble Modeling Through Multiplicative Adjustment of Class Probability

  • Authors:
  • Se June Hong;Jonathan Hosking;Ramesh Natarajan

  • Affiliations:
  • -;-;-

  • Venue:
  • ICDM '02 Proceedings of the 2002 IEEE International Conference on Data Mining
  • Year:
  • 2002

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Abstract

We develop a new concept for aggregating items of evidencefor class probability estimation. In Naïve Bayes, eachfeature contributes an independent multiplicative factor tothe estimated class probability. We modify this model to includean exponent in each factor in order to introduce fea-tureimportance. These exponents are chosen to maximizethe accuracy of estimated class probabilities on the trainingdata. For Naïve Bayes, this modification accomplishes morethan what feature selection can. More generally, since theindividual features can be the outputs of separate probabilitymodels, this yields a new ensemble modeling approach,which we call APM (Adjusted Probability Model), alongwith a regularized version called APMR.