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Abstract

Equation for generalization error of Multinomial classifier is derived and tested. Particular attention is paid to imbalanced training sets. It is shown that artificial growth of training vectors of less probable class could be harmful. Use of predictive Bayes approach to estimate cell probabilities of the classifier reduces both the generalization error and effect of unequal training sample sizes.

Keywords  BKS rule - Complexity - Generalization error - Learning - Imbalan-ced training sets - Multinomial classifier - Sample size

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