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[D] Instance weighting with soft labels.

Suppose you are given training instances with soft labels. I.e., your training instances are of the form (x,y,p), where x ins the input, y is the class and p is the probability that x is of class y.

Some classifiers allow you to specify an instance weight for each example in the training set. The idea is that a misprediction for a particular example is penalized proportionality to its weight, so instances with high weight are more important to get right and instances with a low weight are less important.

When examples are of the form (x,y,p), it’s clear that the class probabilities could be used as instance weights. A simple way to do this is to weight the loss for each instance by its probability, as suggested here:

https://stats.stackexchange.com/questions/277435/how-can-i-integrate-confidence-of-class-labels-into-my-classifier

Does anyone know of a paper/book where this simple weighting approach is discussed? I can’t find references on this simple idea.

submitted by /u/ockidocki
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Toronto AI is a social and collaborative hub to unite AI innovators of Toronto and surrounding areas. We explore AI technologies in digital art and music, healthcare, marketing, fintech, vr, robotics and more. Toronto AI was founded by Dave MacDonald and Patrick O'Mara.