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The xgboost documentation describes softmax and softprob thus:
multi:softmax: set XGBoost to do multiclass classification using the softmax objective, you also need to set num_class(number of classes)
multi:softprob: same as softmax, but output a vector of ndata * nclass, which can be further reshaped to ndata * nclass matrix. The result contains predicted probability of each data point belonging to each class.
I am confused about the difference since when I run the predict_proba method with multiple rows (ndata say),I do get a ndata * nclass matrix output as well. From what I know, softmax calculates probability distribution over a vector of values. So not sure what softprob is doing differently.
Can someone clarify the difference? It's probably very subtle but escapes me
The text was updated successfully, but these errors were encountered:
The xgboost documentation describes softmax and softprob thus:
I am confused about the difference since when I run the
predict_proba
method with multiple rows (ndata say),I do get andata * nclass
matrix output as well. From what I know, softmax calculates probability distribution over a vector of values. So not sure whatsoftprob
is doing differently.Can someone clarify the difference? It's probably very subtle but escapes me
The text was updated successfully, but these errors were encountered: