American Statistical Association
New York City
Metropolitan Area Chapter

Mailman School of Public Health
Columbia University
Department of Biostatistics Colloquium



A PREDICTION INTERVAL FOR THE MISCLASSIFICATION RATE

by

Prof. Susan Murphy
Department of Statistics
University of Michigan


Abstract

When small data sets are used for classification it is crucial that we provide some measure of confidence for the estimated misclassification rate. However, the misclassification rate is a non-smooth function of the classifier. Furthermore, the estimated rate suffers from bias due to over-fitting and the misclassification rate is a "minimized" quantity. For all of these reasons the construction of measures of confidence such as estimates of variance and confidence/prediction intervals are challenging. We discuss this problem and propose a method based on the use of a smooth upper bound combined with the bootstrap. This upper bound utilizes the surrogate loss that is used in the construction of the classifier.


Date: Thursday, February 5, 2009
Time: 4:00 - 5:00 P.M.
Location: Mailman School of Public Health
Department of Biostatistics
722 West 168th Street
Biostatistics Computer Lab
6th Floor - Room 656
New York, New York

RESERVATIONS ARE NOT REQUIRED

Refreshments will be served at 3:30 P.M. in the
Biostatistics Conference Room (R627).


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