Method for ensemble predictive modeling by multiplicative adjustment of class probability: APM (adjusted probability model)

Abstract

A new method is used to model the class probability from data that is based on a novel multiplicative adjustment of the class probability by a plurality of items of evidence induced from training data. The optimal adjustment factors from each item of evidence can be determined by several techniques, a preferred embodiment thereof being the method of maximum likelihood. The evidence induced from the data can be any function of the feature variables, the simplest of which are the individual feature variables themselves. The adjustment factor of an item of evidence E1 is given by the ratio of the conditional probability P(C|E1) of the class C given E1 to the prior class probability P(C), exponentiated by a parameter a1. The method provides a new and useful way to aggregate probabilistic evidence so that the final model Output exhibits a low error rate for classification, and also gives a superior lift curve when distinguishing between any one class and the remaining classes. A good prediction for the class response probability has many uses in data mining applications, such as suing the probability to compute expected values of any function associated with the response, and in many marketing applications where lift curves are generated for selected prioritized target customers.

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