Session #8: ignorance and confidence

Mark Twain said: "To succeed in life, you need two things: ignorance and confidence." 

In our last session we had a miniature discussion around the question: Why  don't classifiers tell how confident they are in their output? (*)

I think this is a fascinating question. Let's discuss it together.

We're gonna scratch the surface of this topic with the following papers:

1)   On optimum recognition error and reject tradeoff, C. Chow --

This is a classical paper from the 70th (the linked copy is manually typed with a typing machine - which I find kinda cool).  Chow lays down the foundations of the power of learning-abstinence.  In a nutshell: if you let the classifier abstain from classifications then you can guarantee the point-wise(!) level of his mistakes. 

2) Selective Prediction of Financial Trends with Hidden Markov Models, El-Yaniv & Pidan --

What happens when you apply selective learning for doing short term trend prediction in a financial context? El-Yaniv & Pidan's work is all about applied selective learning at its best.  As a bonus, we'll have a chance to talk about HMMs and fintech

Feel free to share your thoughts (post it here/send me a msg). Drop me a message if you are willing to lead a session thread.


(*) It came up from the question: "Can an NLP syntactical parser tell how confident it is in its output?"

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  • Shay E.

    Continuing yesterday's theme of abstaining, the following paper suggests how to abstain when using SVM:

    3 · April 10, 2014

  • Guy

    I might not make it.
    Any chance to broadcast the meeting for me and the others that can't make it ? :-)

    One option is to use Google Hangout:

    I think that all is needed is one laptop.



    April 9, 2014

    • rouli n.

      Sorry guys, my laptop ran out of juice. Hope you enjoyed it so far, and please comment whether it was valuable enough to try again next time.

      April 9, 2014

    • Guy

      It was. I would do it again... Thanks!

      April 9, 2014

  • Ran F.

    Hi ppl! Wanted to say thanks 4 setting the hangout. It was great. I watched ut with Guy at a tau conference (school retreat!). Hope 2 join in person next time.

    1 · April 9, 2014

  • Ron B.

    Thanks to Oren for hosting and leading the session. Thanks to Rouli for helping out. I heard you had an interesting discussion. (Sorry I couldn't make it.)

    1 · April 9, 2014

  • Hershel S.

    Thanks to Oren for the interesting presentation and to Citi for hosting!

    1 · April 9, 2014

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