Imprecise Gaussian Discriminant Classification

Yonatan Carlos Carranza Alarcon, Sébastien Destercke
Proceedings of the Eleventh International Symposium on Imprecise Probabilities: Theories and Applications, PMLR 103:59-67, 2019.

Abstract

Gaussian discriminant analysis is a popular classification model, that in the precise case can produce unreliable predictions in case of high uncertainty. While imprecise probability theory offer a nice theoretical framework to solve this issue, it has not been yet applied to Gaussian discriminant analysis. This work remedies this, by proposing a new Gaussian discriminant analysis based on robust Bayesian analysis and near-ignorance priors. The model delivers cautious predictions, in form of set-valued class, in case of limited or imperfect available information. Experiments show that including an imprecise component in the Gaussian discriminant analysis produces reasonably cautious predictions, in the sense that the number of set-valued predictions is not too high, and that those predictions correspond to hard-to-classify instances, that is instances for which the precise classifier accuracy drops.

Cite this Paper


BibTeX
@InProceedings{pmlr-v103-carranza-alarcon19a, title = {Imprecise Gaussian Discriminant Classification}, author = {Carranza Alarcon, Yonatan Carlos and Destercke, S\'{e}bastien}, booktitle = {Proceedings of the Eleventh International Symposium on Imprecise Probabilities: Theories and Applications}, pages = {59--67}, year = {2019}, editor = {De Bock, Jasper and de Campos, Cassio P. and de Cooman, Gert and Quaeghebeur, Erik and Wheeler, Gregory}, volume = {103}, series = {Proceedings of Machine Learning Research}, month = {03--06 Jul}, publisher = {PMLR}, pdf = {http://proceedings.mlr.press/v103/carranza-alarcon19a/carranza-alarcon19a.pdf}, url = {http://proceedings.mlr.press/v103/carranza-alarcon19a.html}, abstract = {Gaussian discriminant analysis is a popular classification model, that in the precise case can produce unreliable predictions in case of high uncertainty. While imprecise probability theory offer a nice theoretical framework to solve this issue, it has not been yet applied to Gaussian discriminant analysis. This work remedies this, by proposing a new Gaussian discriminant analysis based on robust Bayesian analysis and near-ignorance priors. The model delivers cautious predictions, in form of set-valued class, in case of limited or imperfect available information. Experiments show that including an imprecise component in the Gaussian discriminant analysis produces reasonably cautious predictions, in the sense that the number of set-valued predictions is not too high, and that those predictions correspond to hard-to-classify instances, that is instances for which the precise classifier accuracy drops.} }
Endnote
%0 Conference Paper %T Imprecise Gaussian Discriminant Classification %A Yonatan Carlos Carranza Alarcon %A Sébastien Destercke %B Proceedings of the Eleventh International Symposium on Imprecise Probabilities: Theories and Applications %C Proceedings of Machine Learning Research %D 2019 %E Jasper De Bock %E Cassio P. de Campos %E Gert de Cooman %E Erik Quaeghebeur %E Gregory Wheeler %F pmlr-v103-carranza-alarcon19a %I PMLR %P 59--67 %U http://proceedings.mlr.press/v103/carranza-alarcon19a.html %V 103 %X Gaussian discriminant analysis is a popular classification model, that in the precise case can produce unreliable predictions in case of high uncertainty. While imprecise probability theory offer a nice theoretical framework to solve this issue, it has not been yet applied to Gaussian discriminant analysis. This work remedies this, by proposing a new Gaussian discriminant analysis based on robust Bayesian analysis and near-ignorance priors. The model delivers cautious predictions, in form of set-valued class, in case of limited or imperfect available information. Experiments show that including an imprecise component in the Gaussian discriminant analysis produces reasonably cautious predictions, in the sense that the number of set-valued predictions is not too high, and that those predictions correspond to hard-to-classify instances, that is instances for which the precise classifier accuracy drops.
APA
Carranza Alarcon, Y.C. & Destercke, S.. (2019). Imprecise Gaussian Discriminant Classification. Proceedings of the Eleventh International Symposium on Imprecise Probabilities: Theories and Applications, in Proceedings of Machine Learning Research 103:59-67 Available from http://proceedings.mlr.press/v103/carranza-alarcon19a.html.

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