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  • title: Fenchel-Young Losses with Skewed Entropies for Class-posterior Probability Estimation
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            Fenchel-Young Losses with Skewed Entropies for Class-posterior Probability Estimation
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            Fenchel-Young Losses with Skewed Entropies for Class-posterior Probability Estimation

            Apr 14, 2021

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            Han Bao

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            Masashi Sugiyama

            Sprecher:in · 2 Follower:innen

            Über

            We study class-posterior probability estimation (CPE) for binary responses where one class has much fewer data than the other. For example, events such as species co-occurrence in ecology and wars in political science are often much rarer than non-events. Logistic regression has been widely used for CPE, while it tends to underestimate the probability of rare events. Its main drawback is symmetry of the logit link---symmetric links can be misled by small and imbalanced samples because it is more…

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