Leveraging Uncertainty Estimates To Improve Classifier Performance
Gundeep Arora Srujana Merugu Anoop Saladi Rajeev Rastogi
Binary classification involves predicting the label of an instance based on
whether the model score for the positive class exceeds a threshold chosen based
on the application requirements (e.g., maximizing recall for a precision
bound). However, model scores are often not aligned with the true positivity
rate. This is especially true when the training involves a differential
sampling across classes or there is distributional drift between train and test
settings. In this paper, we provide theoretical analysis and empirical evidence
of the dependence of model score estimation bias on both uncertainty and score
itself. Further, we formulate the decision boundary selection in terms of both
model score and uncertainty, prove that it is NP-hard, and present algorithms
based on dynamic programming and isotonic regression. Evaluation of the
proposed algorithms on three real-world datasets yield 25%-40% gain in recall
at high precision bounds over the traditional approach of using model score
alone, highlighting the benefits of leveraging uncertainty.