If you have a bayes classifier trained for a set of classes, how to detect if the output is significant enough to choose a class? It would be useful for detecting samples wich can't be asigned to a class. I have tried testing if the class probability is above mean+2*stddev of the probabilities of all the clases, but I don't think it will be robust.
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You could consider log-likelihood ratios. Consider R(C) = log(P(C|D)/P(~C| D)
, where C
is the class, D
are the features. Then you probably want to ensure that R(C)
is greater than some positive amount.

Il-Bhima
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I'll look into this and do some tests – piotr Mar 10 '10 at 15:34
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1The likelihood ratio isn't going to help him here--at least not as you describe. He knows the *relative* "probabilities" P(C1|D), P(C2|D), ... , P(CN|D), but doesn't know how to normalize them properly because he has a non-exhaustive set of classes; i.e., SUM over i=1 to N of P(Ci|D) is NOT equal to unity because other unknown classes exist that contribute to the probability sum in unknown ways. Therefore, even though he can do a P(C1|D)/P(C2|D) likelihood ratio (the unknown normalization factor drops out), he CANNOT calculate P(~C|D) because his P(Ci|D) values aren't true probabilities. – Jan 04 '12 at 07:13