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71

answers:

3

Let's say that I have a problem that is basicly classification. That is, given some input and a number of possible output classes, find the correct class for the given input. Neural networks and decision trees are some of the algorithms that may be used to solve such problems. These algorithms typically only emit a single result however: the resulting classification.

Now what if I weren't only interested in one classification, but in the posterior probabilities that the input belongs to each of the classes. I.E., instead of the answer "This input belongs in class A", I want the answer "This input belongs to class A with 80%, class B with 15% and class C with 5%".

My question is not on how to obtain these posterior probabilities, but rather on the correct terminology to describe the process of finding them. You could call it regression, since we are now trying to estimate a number of real valued numbers, but I am not quite sure if that's right. I feel it's not exactly classification either, it's something in between the two.

Is there a word that describes the process of finding the class conditional posterior probabilities that some input belongs in each of the possible output classes?

P.S. I'm not exactly sure if this question is enough of a programming question, but since it's about machine learning and machine learning generally involves a decent amount of programming, let's give it a shot.

A: 

How about "Polychotomous Assessment Probabilities"?

Shamelessly lifted from the references section here: http://en.wikipedia.org/wiki/Class_membership_probabilities

Paolo
+3  A: 

'Posterior probability estimation' sounds about right to me.

StompChicken
I agree and had already considered it, I was hoping for something a little more concise though...
TC
It is a little clumsy, but 'posterior estimation' sounds like the punchline to a dirty joke.
StompChicken
I'd probably go with "compute the posterior probability" or "posterior probability computation." You aren't really estimating it. Given your model, data, and prior, there is only one posterior, which you compute. In some simple cases you'll have a closed form solution. If you don't, the computational tool you use to compute all your integrals -- MCMC or whatever -- doesn't really make it estimation. In the end you say "the posterior probability is" not "the posterior probability estimate is".
Tristan
@Tristan I'd say you are estimating the posterior, you'd say you are calculating the posterior conditional on the model, data and prior. I think ultimately, the distinction becomes philosophical.
StompChicken
I don't like saying poster probability estimate since it makes me think that the posterior probability itself has a standard error or posterior distribution. That's not true, the posterior distribution of p describes all the uncertainty in the problem. It's a pretty minor distinction though.
Tristan
+1  A: 

Generically, the process of calculating a conditional posterior distribution is called "inference", so you can say that your are "inferring the posterior class distribution".

Lucas