Uniform class probabilities vs. Empirical class probabilities
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Hi;
I found on one Matlab example of Uniform class probabilities and Empirical class probabilities.
Empirical class probabilities is calculated as follows:
svmStruct = fitcsvm(X,Y); % X is training data and Y are classes
%%10-fold cross-validation
cvm = crossval(svmStruct);
%%Accuracy on cross-validated data
[yhatcv,S] = kfoldPredict(cvm);
% cross-validated error with empirical class probabilities
empirical_error=mean(Y~=yhatcv)
Uniform class probabilities is calculated as follows:
% cross-validated error with uniform class probabilities
uniform_error=kfoldLoss(cvm)
Could you pleas give me a formal definition of those 2 errors types?
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Accepted Answer
Ilya
on 2 Dec 2015
If you are still looking for an answer, there is only one definition for error. In each case, you form a confusion matrix and then take a weighted sum of off-diagonal elements. This code snippet should explain it:
load ionosphere
prior = [1 3]'/4;
m = fitcsvm(X,Y,'prior',prior,'kfold',5,'stand',1);
Yhat = m.kfoldPredict;
C = confusionmat(Y,Yhat,'order',m.ClassNames)
Coff = C;
Coff(1:3:end) = 0
sum(sum(Coff,2).*prior./sum(C,2))
m.kfoldLoss
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