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Data mining - multiclass probability distribution prediction

Data mining - multiclass probability distribution prediction

Data mining - multiclass probability distribution prediction

Dear All,

I would like to use a data mining algorithms (preferably a neural network) to predict the probability distribution for a multiclass problem.

For example I have 4 Classes "A", "B", "C" and "D". I would like my output not to be one single class specifically, but rather P(A)=0.2, P(B)=0.1, P(C)=0.6, P(D)=0.1 such that the sum of the probabilities equals one. (i.e. probability distribution)

I am aware that some programs like weka output the probability of correctly predicting a single, but I looking more for a probability distribution for all classed as shown above.  Does anyone have an idea how this can be achieved or if there are such models already?

I would greatly appreciate any tips, references, literature.  And thank you for your time.

Kind regards,


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