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Probability matching : ウィキペディア英語版
Probability matching

Probability matching is a decision strategy in which predictions of class membership are proportional to the class base rates. Thus, if in the training set positive examples are observed 60% of the time, and negative examples are observed 40% of the time, then the observer using a ''probability-matching'' strategy will predict (for unlabeled examples) a class label of "positive" on 60% of instances, and a class label of "negative" on 40% of instances.
The optimal Bayesian decision strategy (to maximize the number of correct predictions, see ) in such a case is to always predict "positive" (i.e., predict the majority category in the absence of other information), which has 60% chance of winning rather than matching which has 52% of winning (where ''p'' is the probability of positive realization, the result of matching would be p^2+(1-p)^2, here .6 \times .6+ .4 \times .4). The probability-matching strategy is of psychological interest because it is frequently employed by human subjects in decision and classification studies (where it may be related to Thompson sampling).
== References ==

*
* Shanks, D. R., Tunney, R. J., & McCarthy, J. D. (2002). A re‐examination of probability matching and rational choice. ''Journal of Behavioral Decision Making'', 15(3), 233-250.


抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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