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Review: Logistic Regression
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Review: F_alpha Performance Measure
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Optimizing F_alpha
– Formulation and Algorithm
– Comparison to ML
– Experimental Results
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Conclusion
Review: Logistic Regression
Sample: (x i , y i ) Î Â k
´ {±1}
1
Pr(+1 | x,q) = = g(x ×q)
1+ e - x×q
Classifier: y
MAP (x) = argmax Pr(+1 | x,q)
y
q i
Review: F-measure
Predicted
A : true positive +1 -1
B : misses True +1 A B
C : false alarms -1 C D
D : true negative
æa 1- a ö- 1
Precision: A/(A+C) F a (R,P) = ç + ÷
èR P ø
vs. A
Fa (A,B,C) =
Recall: A/(A+B) A + a B + (1- a )C
Section 4: Relation to Expected Utility
é ù
êå Iy MAP (x i )= +1Iy i = +1ú
Express F as a rational i
éAù
1ê ú 1ê ú
function of a vector U S = êå Iy MAP (x i )=- 1Iyi = +1ú = Bú
valued utility nê i ú n ê
êëCúû
êå Iy (x )= +1Iy =- 1ú
êë i MAP i i
úû
(Approximately) Optimizing F
Results: