Conditional confidence intervals for the true classification error Conference Paper uri icon

abstract

  • In this paper, we consider the joint distribution of the true error and the estimated error, assuming a random feature-label distribution. From it, we derive the conditional expectation of the true error and the 95% upper confidence bound for the true error given the estimated error. Numerous classification and estimation rules are considered across a number of models. Although specific results depend on the classification rule, error-estimation rule, and model, some general trends are seen: (1) the conditional expected true error is larger (smaller) than the estimated error for small (large) estimated errors; and (2) the confidence bounds tend to be well above the estimated error for low error estimates, becoming much less so for large estimates. 2006 IEEE.

name of conference

  • 2006 IEEE International Workshop on Genomic Signal Processing and Statistics

published proceedings

  • 2006 IEEE INTERNATIONAL WORKSHOP ON GENOMIC SIGNAL PROCESSING AND STATISTICS

author list (cited authors)

  • Xu, Q., Hua, J., Xiong, Z., Suh, E., & Dougherty, E. R.

citation count

  • 0

complete list of authors

  • Xu, Qian||Hua, Jianping||Xiong, Zixiang||Suh, Edward||Dougherty, Edward R

publication date

  • May 2006