Calibrated Simplex Mapping Classification

In many supervised learning applications, it is not sufficient to know the most probable class y for a certain data point x. Instead, a well-calibrated probabilistic prediction p(y x) is required. For instance, in clinical applications, class probabilities are important for confidence in model predictions (Challis et al., 2015). Some classifiers intrinsically provide such a posterior probability, e. g. logistic regression or Gaussian process classification (GPC) as described in Rasmussen and Williams (2006). There are also various methods to install or improve such a calibration for a given classification approach (Niculescu-Mizil and Caruana, 2005), like Platt scaling (Platt, 2000) or isotonic regression (Zadrozny and Elkan, 2002).