Home  /  Entropy  /  Vol: 19 Núm: 6 Par: June (2017)  /  Article
ARTICLE
TITLE

Assessing Probabilistic Inference by Comparing the Generalized Mean of the Model and Source Probabilities

SUMMARY

An approach to the assessment of probabilistic inference is described which quantifies the performance on the probability scale. From both information and Bayesian theory, the central tendency of an inference is proven to be the geometric mean of the probabilities reported for the actual outcome and is referred to as the “Accuracy”. Upper and lower error bars on the accuracy are provided by the arithmetic mean and the -2/3 mean. The arithmetic is called the “Decisiveness” due to its similarity with the cost of a decision and the -2/3 mean is called the “Robustness”, due to its sensitivity to outlier errors. Visualization of inference performance is facilitated by plotting the reported model probabilities versus the histogram calculated source probabilities. The visualization of the calibration between model and source is summarized on both axes by the arithmetic, geometric, and -2/3 means. From information theory, the performance of the inference is related to the cross-entropy between the model and source distribution. Just as cross-entropy is the sum of the entropy and the divergence; the accuracy of a model can be decomposed into a component due to the source uncertainty and the divergence between the source and model. Translated to the probability domain these quantities are plotted as the average model probability versus the average source probability. The divergence probability is the average model probability divided by the average source probability. When an inference is over/under-confident, the arithmetic mean of the model increases/decreases, while the -2/3 mean decreases/increases, respectively.

 Articles related

Sergio Davis, Diego González and Gonzalo Gutiérrez    

A general framework for inference in dynamical systems is described, based on the language of Bayesian probability theory and making use of the maximum entropy principle. Taking the concept of a path as fundamental, the continuity equation and Cauchy&rsq... see more

Revista: Entropy

Daniel Ramos, Javier Franco-Pedroso, Alicia Lozano-Diez and Joaquin Gonzalez-Rodriguez    

In this work, we analyze the cross-entropy function, widely used in classifiers both as a performance measure and as an optimization objective. We contextualize cross-entropy in the light of Bayesian decision theory, the formal probabilistic framework fo... see more

Revista: Entropy

S. Munawar,M. Hamid,S. A. Lodhi    

In cybersecurity, Intrusion detection plays a vital role in the network boundary detection. It develops the preventive measures for network defense. In this paper, it is presented the quantum cognition with the game theory strategy to detect the target a... see more

Revista: The Nucleus

Frances Yung,Kevin Duh,Taku Komura,Yuji Matsumoto    

Discourse relations can either be explicitly marked by discourse connectives (DCs), such as therefore and but, or implicitly conveyed in natural language utterances. How speakers choose between the two options is a question that is not well understood. I... see more