Detecting unknown class in a bayes classifier

Question

If you have a bayes classifier trained for a set of classes, how to detect if the output is significant enough to choose a class? It would be useful for detecting samples wich can't be asigned to a class. I have tried testing if the class probability is above mean+2*stddev of the probabilities of all the clases, but I don't think it will be robust.

Answer 1

You could consider log-likelihood ratios. Consider R(C) = log(P(C|D)/P(~C| D), where C is the class, D are the features. Then you probably want to ensure that R(C) is greater than some positive amount.