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OCaml Random Forests
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class prediction with margin #10

Closed UnixJunkie closed 3 years ago

UnixJunkie commented 3 years ago

cf. a Breiman paper for the margin definition. This is a kind of confidence about the class prediction.

UnixJunkie commented 3 years ago

IIRC: probability of one class, minus maximum probability for the other class over all trees

UnixJunkie commented 3 years ago

done