Multiclass classification

So far, we have just looked at binary classification. For multiclass classification, we assume that each instance belongs to only one class. A slightly different classification problem is where each sample can belong to more than one target class. This is called multi-label classification. We can employ similar strategies on each of these types of problem.

There are two basic approaches:

• One versus all

• One versus many

In the one versus all approach, a single multiclass problem is transformed into a number of binary classification problems. This is called the one versus all technique because we take each class in turn and fit a hypothesis function for that particular class, assigning a negative class to the other classes. We end up with different classifiers, each of which is trained to recognize one of the classes. We make a prediction given a new input by running all the classifiers and picking the classifier that predicts a class with the highest probability. To formalize...