Better Classifier Calibration for Small Data Sets
This addresses the need for accurate probability estimates in applications where calibration is more critical than class separation, though it is incremental as it builds on existing calibration methods.
The paper tackles the problem of poor classifier calibration with limited training data by generating more data for calibration, showing improvements especially for random forest and naive Bayes classifiers.
Classifier calibration does not always go hand in hand with the classifier's ability to separate the classes. There are applications where good classifier calibration, i.e. the ability to produce accurate probability estimates, is more important than class separation. When the amount of data for training is limited, the traditional approach to improve calibration starts to crumble. In this article we show how generating more data for calibration is able to improve calibration algorithm performance in many cases where a classifier is not naturally producing well-calibrated outputs and the traditional approach fails. The proposed approach adds computational cost but considering that the main use case is with small data sets this extra computational cost stays insignificant and is comparable to other methods in prediction time. From the tested classifiers the largest improvement was detected with the random forest and naive Bayes classifiers. Therefore, the proposed approach can be recommended at least for those classifiers when the amount of data available for training is limited and good calibration is essential.