Structured Machine Learning for 'Soft' Classification with Smoothing Spline ANOVA and Stacked Tuning, Testing and Evaluation

We describe the use of smoothing spline analysis of variance (SS(cid:173) ANOVA) in the penalized log likelihood context, for learning (estimating) the probability p of a '1' outcome, given a train(cid:173) ing set with attribute vectors and outcomes. The smoothing parameters governing f are obtained by an iterative unbiased risk or iterative GCV method. Confidence intervals for these estimates are available. In medical risk factor analysis records of attribute vectors and outcomes (0 or 1) for each example (patient) for n examples are available as training data.