Reliability estimation of ensemble model predictions

Tomaž Kariž (2015) Reliability estimation of ensemble model predictions. MSc thesis.

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Abstract

In today's world, the reliability of a prediction is very important, especially in areas such as health and finance, where we do not want to make predictions that are not sufficiently reliable. To solve these problems in the context of machine learning, methods are being researched that assess the reliability of predictions. There are two types of methods: those specialized for a specific model and those who do not presume in advance the model type. The first may take into account additional information in determining the reliability, because they can use the parameters that are specific to the model as additional information. Others, however, are applicable to all models. In this work, we present some methods that operate on ensemble models, therefore, they are among those that are specific to a particular model. Methods operate on both the classification as well as regression datasets. Performance of methods is evaluated by Pearson correlation coefficient in the case of regression problems and Wilcoxon-Mann-Whitney statistics in the case of classification. The developed methods are compared with existing ones. We also show the results using critical distance diagrams.

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