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Quantifying Uncertainty

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The Art and Science of Machine Intelligence

Abstract

This chapter introduces what we believe is a novel approach, allowing a trained classifier system to “know what it doesn’t know” and to use this procedure to allow predictions for new cases to be flagged as unreliable if they lie in a region of feature space where the classifier knows its knowledge is likely to be faulty. We show how this approach may also be used to compare alternative classifiers trained on the same data in terms of their uncertainly areas. The better classifier is the one with the smaller uncertainty area. We illustrate three approaches to define these uncertainty areas, and we are quite sure additional research may identify newer and likely better ways. This work is significantly less mature than that of previous chapters; it represents a very recent insight, and the methods described are quite heuristic. We look forward to others taking this approach in more rigorous directions.

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Notes

  1. 1.

    For instance, see Fig. 5.15. This example scatter plot for some of our speech data illustrates how shifting the threshold up or down may alter the numbers of false positives or negatives.

  2. 2.

    Even if the TM sets are the same for two different classifiers, their uncertainty areas may still be different. Their estimate errors on each case may well be different. However, when differences start to get small, one may question how accurate are any MOPs derived from a modest data set.

  3. 3.

    The careful reader may count seven visible polygons in Fig. 9.11. There are actually two that have been obscured. They belong to the two NL cases whose blue solid circles are larger than these two small polygons, and thus obscure them.

  4. 4.

    We used the spline function in R (stats package) and had it return the estimated cubic splines.

Abbreviations

2D:

Two dimensional

GA-SVM:

Genetic algorithm-support vector machine hybrid

GRNN:

Generalized regression neural network

MMSE:

Mini-mental state exam

MOP:

Measure of performance

ROC:

Receiver operator characteristic

SNE:

Stochastic neighborhood embedding

TM:

Trouble-Makers: training cases a learning classifier gets wrong

t-SNE:

Student’s t-distribution SNE

References

  • Donaldson J (2016) An R package for t-SNE (t-Distributed Stochastic Neighbor Embedding), GITHUB, last commit 2016. https://github.com/jdonaldson/rtsne/

  • Kullback S, Leibler RA (1951) On information and sufficiency. Ann Math Stat 22(1):79–86

    Article  MathSciNet  Google Scholar 

  • Shepard R (1962) The analysis of proximities: multidimensional scaling with an unknown distance function (parts 1 and 2). Psychometrika 27:125–140, 219–249

    Article  MathSciNet  Google Scholar 

  • van der Maaten L, Hinton GE (2008) Visualizing data using t-SNE. J Mach Learn Res 9:2579–2605

    MATH  Google Scholar 

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Land, W.H., Schaffer, J.D. (2020). Quantifying Uncertainty. In: The Art and Science of Machine Intelligence. Springer, Cham. https://doi.org/10.1007/978-3-030-18496-4_9

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  • DOI: https://doi.org/10.1007/978-3-030-18496-4_9

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-030-18495-7

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