UtilityFunction

UtilityFunction
is an option for Predict, Classify, and related functions that specifies the utility value to assign to each possible pairing of actual and predicted values.

DetailsDetails

  • With UtilityFunctionf, the utility value assigned to actual value and predicted value is taken to be .
  • In the case of Classify, f is typically an association of associations, of the form . Here is the utility matrix, with i being the actual class and j the predicted class.

ExamplesExamplesopen allclose all

Basic Examples  (2)Basic Examples  (2)

Train a classifier:

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For a new example, the most probable class is predicted:

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Set the decision utility to penalize misclassification of class :

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The decision utility can be specified in the classifier:

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Use a utility function that includes an Indeterminate decision possibility (independently of the option IndeterminateThreshold):

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Train a predictor:

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Visualize the probability density for a given example:

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By default, the value with the highest probability density is predicted:

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Define a utility function that penalizes the predicted value being smaller than the actual value:

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Use this utility to predict the example:

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The default utility function is the Dirac delta:

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Introduced in 2014
(10.0)