multi:softmax : output probabilities

[jbregli]

Hi,

I am trying to use your library to tackle a multi-class classification problem.
I may have miss something in the documentation but is it possible to have access to the probabilities of belonging to each class?
If it is not, do you plan on adding an option similar to "binary:logistic" for multi-class problems?

Thanks you.
Jean-Baptiste Regli

[tqchen]

This feature was not in the toolkit, but seems to be interesting support. So I have updated the newest version in master branch to support this. Checkout https://github.com/tqchen/xgboost/blob/master/demo/multiclass_classification/train.py

Thanks for using the tool
Tianqi

[jbregli]

Thanks a lot for this quick reply for making the option available.

Jean-Baptiste Regli

[wenbo5565]

For the predicted probability, how do we know the order of class in the output? For example, if I put a pd.Series Y with 3 classes in xgb.DMatrix(..., label = Y) and put it in xgb.train(). When I get the output from final_model.predict(test_data), how can I know which class is in the first column, the second and the last. Thanks.