# How can we get the confidence (or probability) that a data-point belongs to an unknown class?

Using any supervised classifier, we can usually get the probability that a data point $x$ belongs to each class $y_i$, i.e. $P(y_i|x)$.

However, in the case where the data-point x may belong to none of the known classes, how can we get the probability $P(?|x)$, which means that x belongs to an unknown class with probability $P(?|x)$ ?