Structured Machine Learning for Soft Classification with Smoothing Spline ANOVA and Stacked Tuning, Testing, and Evaluation
نویسندگان
چکیده
We describe the use of smoothing spline analysis of variance (SSANOVA) in the penalized log likelihood context, for learning (estimating) the probability p of a '1' outcome, given a training set with attribute vectors and outcomes. p is of the form pet) = eJ(t) /(1 + eJ(t)), where, if t is a vector of attributes, f is learned as a sum of smooth functions of one attribute plus a sum of smooth functions of two attributes, etc. The smoothing parameters governing f are obtained by an iterative unbiased risk or iterative GCV method. Confidence intervals for these estimates are available.
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