Confidence and Probability

SA_H
SA_H New Altair Community Member
edited November 2024 in Community Q&A
Could you please let me know what is the difference (mathematically and statistically) between Confidence and Probability.
Also in case of Decision tree algorithm, how to convert confidence to probability.

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Answers

  • MartinLiebig
    MartinLiebig
    Altair Employee
    Hi,

    Confidence is just a measure, of how sure the algorithm is. It is always normalized to [0-1]. But just because a decision tree gives you a confidence of 0.9, it does not mean that it happens in 90% of the cases.

    Have a look on Rescale Confidence (Logistic) or search for Platt Scaling. That should help to understand how to transform.

    BR,
    Martin

  • SA_H
    SA_H New Altair Community Member
    Thank you Martin for your reply. I am trying to find any paper or manual that can explain how rapidminer estimate the confidence value but I can not find till now. I am confused, since probability also can be in the range between zero and one.

    Please for using re-scale confidence operator, do this operator can work with the output of any machine learning classifiers or limited to a certain classifier.

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