Why Is Rule Learning Optimistic and How to Correct It

  • Martin Možina
  • Janez Demšar
  • Jure Žabkar
  • Ivan Bratko
Part of the Lecture Notes in Computer Science book series (LNCS, volume 4212)

Abstract

In their search through a huge space of possible hypotheses, rule induction algorithms compare estimations of qualities of a large number of rules to find the one that appears to be best. This mechanism can easily find random patterns in the data which will – even though the estimating method itself may be unbiased (such as relative frequency) – have optimistically high quality estimates. It is generally believed that the problem, which eventually leads to overfitting, can be alleviated by using m-estimate of probability. We show that this can only partially mend the problem, and propose a novel solution to making the common rule evaluation functions account for multiple comparisons in the search. Experiments on artificial data sets and data sets from the UCI repository show a large improvement in accuracy of probability predictions and also a decent gain in AUC of the constructed models.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2006

Authors and Affiliations

  • Martin Možina
    • 1
  • Janez Demšar
    • 1
  • Jure Žabkar
    • 1
  • Ivan Bratko
    • 1
  1. 1.Faculty of Computer and Information ScienceUniversity of LjubljanaLjubljana

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