Predicting accurate probabilities with a ranking loss
Aditya Krishna Menon, Xiaoqian Jiang, Shankar Vembu, Charles Elkan, Lucila Ohno‐Machado · PubMed · 2012
, followed by isotonic regression. This semi-parametric technique offers both good ranking and regression performance, and models a richer set of probability distributions than statistical workhorses such as logistic regression. We provide experimental results that show the effectiveness of this technique on real-world applications of probability prediction.