Probabilistic classification with Gaussian Bayes Classifier vs Logistic Regression





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I have a binary classification problem where I have a few great features that have the power to predict almost 100% of the test data because the problem is relatively simple.



However, as the nature of the problem requires, I have no luxury to make mistake(let's say) so instead of giving a prediction I am not sure of, I would rather have the output as probability, set a threshold and would be able to say, "if I am less than %95 sure, I will call this "NOT SURE" and act accordingly". Saying "I don't know" rather than making a mistake is better.



So far so good.



For this purpose, I tried Gaussian Bayes Classifier(I have a cont. feature) and Logistic Regression algorithms, which provide me the probability as well as the prediction for the classification.



Coming to my Problem:




  • GBC has around 99% success rate while Logistic Regression has lower, around 96% success rate. So I naturally would prefer to use GBC.
    However, as successful as GBC is, it is also very sure of itself. The odds I get are either 1 or very very close to 1, such as 0.9999997, which makes things tough for me, because in practice GBC does not provide me probabilities now.


  • Logistic Regression works poor, but at least gives better and more 'sensible' odds.



As nature of my problem, the cost of misclassifying is by the power of 2 so if I misclassify 4 of the products, I lose 2^4 more (it's unit-less but gives an idea anyway).



In the end; I would like to be able to classify with a higher success than Logistic Regression, but also be able to have more probabilities so I can set a threshold and point out the ones I am not sure of.



Any suggestions?



Thanks in advance.










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    I have a binary classification problem where I have a few great features that have the power to predict almost 100% of the test data because the problem is relatively simple.



    However, as the nature of the problem requires, I have no luxury to make mistake(let's say) so instead of giving a prediction I am not sure of, I would rather have the output as probability, set a threshold and would be able to say, "if I am less than %95 sure, I will call this "NOT SURE" and act accordingly". Saying "I don't know" rather than making a mistake is better.



    So far so good.



    For this purpose, I tried Gaussian Bayes Classifier(I have a cont. feature) and Logistic Regression algorithms, which provide me the probability as well as the prediction for the classification.



    Coming to my Problem:




    • GBC has around 99% success rate while Logistic Regression has lower, around 96% success rate. So I naturally would prefer to use GBC.
      However, as successful as GBC is, it is also very sure of itself. The odds I get are either 1 or very very close to 1, such as 0.9999997, which makes things tough for me, because in practice GBC does not provide me probabilities now.


    • Logistic Regression works poor, but at least gives better and more 'sensible' odds.



    As nature of my problem, the cost of misclassifying is by the power of 2 so if I misclassify 4 of the products, I lose 2^4 more (it's unit-less but gives an idea anyway).



    In the end; I would like to be able to classify with a higher success than Logistic Regression, but also be able to have more probabilities so I can set a threshold and point out the ones I am not sure of.



    Any suggestions?



    Thanks in advance.










    share|improve this question



























      0












      0








      0








      I have a binary classification problem where I have a few great features that have the power to predict almost 100% of the test data because the problem is relatively simple.



      However, as the nature of the problem requires, I have no luxury to make mistake(let's say) so instead of giving a prediction I am not sure of, I would rather have the output as probability, set a threshold and would be able to say, "if I am less than %95 sure, I will call this "NOT SURE" and act accordingly". Saying "I don't know" rather than making a mistake is better.



      So far so good.



      For this purpose, I tried Gaussian Bayes Classifier(I have a cont. feature) and Logistic Regression algorithms, which provide me the probability as well as the prediction for the classification.



      Coming to my Problem:




      • GBC has around 99% success rate while Logistic Regression has lower, around 96% success rate. So I naturally would prefer to use GBC.
        However, as successful as GBC is, it is also very sure of itself. The odds I get are either 1 or very very close to 1, such as 0.9999997, which makes things tough for me, because in practice GBC does not provide me probabilities now.


      • Logistic Regression works poor, but at least gives better and more 'sensible' odds.



      As nature of my problem, the cost of misclassifying is by the power of 2 so if I misclassify 4 of the products, I lose 2^4 more (it's unit-less but gives an idea anyway).



      In the end; I would like to be able to classify with a higher success than Logistic Regression, but also be able to have more probabilities so I can set a threshold and point out the ones I am not sure of.



      Any suggestions?



      Thanks in advance.










      share|improve this question
















      I have a binary classification problem where I have a few great features that have the power to predict almost 100% of the test data because the problem is relatively simple.



      However, as the nature of the problem requires, I have no luxury to make mistake(let's say) so instead of giving a prediction I am not sure of, I would rather have the output as probability, set a threshold and would be able to say, "if I am less than %95 sure, I will call this "NOT SURE" and act accordingly". Saying "I don't know" rather than making a mistake is better.



      So far so good.



      For this purpose, I tried Gaussian Bayes Classifier(I have a cont. feature) and Logistic Regression algorithms, which provide me the probability as well as the prediction for the classification.



      Coming to my Problem:




      • GBC has around 99% success rate while Logistic Regression has lower, around 96% success rate. So I naturally would prefer to use GBC.
        However, as successful as GBC is, it is also very sure of itself. The odds I get are either 1 or very very close to 1, such as 0.9999997, which makes things tough for me, because in practice GBC does not provide me probabilities now.


      • Logistic Regression works poor, but at least gives better and more 'sensible' odds.



      As nature of my problem, the cost of misclassifying is by the power of 2 so if I misclassify 4 of the products, I lose 2^4 more (it's unit-less but gives an idea anyway).



      In the end; I would like to be able to classify with a higher success than Logistic Regression, but also be able to have more probabilities so I can set a threshold and point out the ones I am not sure of.



      Any suggestions?



      Thanks in advance.







      machine-learning classification data-science logistic-regression naivebayes






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      edited Nov 16 '18 at 20:51









      Esref

      2511616




      2511616










      asked Nov 16 '18 at 13:55









      crinixcrinix

      807




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