arXiv:2509.03365cs.LGstat.ML2025-09

将对数似然比校准扩展到多分类场景,提升模型可信度。

The distribution of calibrated likelihood functions on the probability-likelihood Aitchison simplex

  • 用Aitchison单纯形几何将似然函数转化为向量形式,实现多类校准
  • 发现似然函数分布存在幂等性约束,适用于任意类别数
  • 为机器学习中的非线性判别分析提供可解释的校准输出

尽管概率预测校准已被广泛研究,本文关注的是似然函数的校准问题。在仅有两个互斥且穷尽假设的情况下,似然函数可表示为对数似然比(LLR),该问题在生物识别中已有讨论。本文定义了LLR的校准,并将其与证据权重概念关联。我们提出幂等性性质及其对LLR分布的约束。虽然这些结果已知多年,但仅限于二元情形。本文通过Aitchison单纯形几何将结果推广至多于两类的情况,以向量形式恢复贝叶斯规则的加性结构,从而将LLR和证据权重扩展至任意数量的假设。特别地,我们将校准、幂等性和分布约束扩展至多类情形下的等距对数比变换似然函数。该工作主要为概念性,但仍提供一个机器学习应用:一种非线性判别分析方法,其判别成分构成对各类别的校准似然函数,从而提升方法的可解释性与可靠性。

原文摘要 · Abstract (English)

While calibration of probabilistic predictions has been widely studied, this paper rather addresses calibration of likelihood functions. This has been discussed, especially in biometrics, in cases with only two exhaustive and mutually exclusive hypotheses (classes) where likelihood functions can be written as log-likelihood-ratios (LLRs). After defining calibration for LLRs and its connection with the concept of weight-of-evidence, we present the idempotence property and its associated constraint on the distribution of the LLRs. Although these results have been known for decades, they have been limited to the binary case. Here, we extend them to cases with more than two hypotheses by using the Aitchison geometry of the simplex, which allows us to recover, in a vector form, the additive form of the Bayes' rule; extending therefore the LLR and the weight-of-evidence to any number of hypotheses. Especially, we extend the definition of calibration, the idempotence, and the constraint on the distribution of likelihood functions to this multiple hypotheses and multiclass counterpart of the LLR: the isometric-log-ratio transformed likelihood function. This work is mainly conceptual, but we still provide one application to machine learning by presenting a non-linear discriminant analysis where the discriminant components form a calibrated likelihood function over the classes, improving therefore the interpretability and the reliability of the method.

似然校准多分类判别分析几何建模

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