Timeline for Optimal classification rule given data, model and loss function
Current License: CC BY-SA 4.0
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Oct 2, 2019 at 8:40 | history | edited | Richard Hardy | CC BY-SA 4.0 |
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Oct 2, 2019 at 8:10 | comment | added | Richard Hardy | Since I do not know (multinomial) logistic regression well, I am not really sure what the fitted probabilities $\hat p_0$ are and whether they constitute a sensible estimate of true probabilities (hence the quotation marks for "estimated expected loss"). I have a gut feeling I might be ignoring the prevalence of each class (sort of the prior which I do not have) and perhaps implicitly assuming uniform class prevalence or something like that. | |
Oct 2, 2019 at 8:00 | history | answered | Richard Hardy | CC BY-SA 4.0 |