GEV-Canonical Regression for Accurate Binary Class Probability Estimation when One Class is Rare

Arpit Agarwal, Harikrishna Narasimhan, Shivaram Kalyanakrishnan, Shivani Agarwal

Abstract: We consider the problem of binary class probability estimation (CPE) when one class is rare compared to the other. It is well known that standard algorithms such as logistic regression do not perfo...