This research paper presents SIMPL (Scalable Iterative Maximization of Population-coded Latents), a novel, computationally efficient algorithm designed to refine the estimation of latent variables and tuning curves from neural population activity. Latent variables in neural data represent essential low-dimensional quantities encoding behavioral or cognitive states, which neuroscientists seek to identify to understand brain computations better. Background and Motivation Traditional approaches commonly assume the observed behavioral variable as the latent neural code. However, this assumption can lead to inaccuracies because neural activity sometimes encodes internal cognitive states differing subtly from observable behavior (e.g., anticipation, mental simulation). Existing latent variable models face challenges such as high computational cost, poor scalability to large datasets, limited expressiveness of tuning models, or difficulties interpreting complex neural network-based functio...
1. What is Uncertainty in
Classification?
- Uncertainty
refers to the model’s confidence
or doubt in its predictions.
- Quantifying uncertainty is important to understand how reliable each prediction
is.
- In multiclass classification, uncertainty estimates provide probabilities over multiple classes, reflecting how sure the model is about each possible class.
2. Methods to Estimate Uncertainty in Multiclass Classification
Most multiclass classifiers provide methods such as:
- predict_proba:
Returns a probability distribution across all classes.
- decision_function:
Returns scores or margins for each class (sometimes called raw or
uncalibrated confidence scores).
- The probability distribution from predict_proba captures the uncertainty by assigning a probability to each class.
3. Shape and Interpretation of
predict_proba in Multiclass
- Output shape: (n_samples,
n_classes)
- Each row corresponds to the probabilities of all classes
for a single data sample.
- Probabilities for each sample sum up to 1.
- Example:
For a 3-class problem, the output
might look like:
[[0.1 0.7 0.2],[0.8 0.1 0.1],[0.2 0.5 0.3]]This means the model predicts the second class with the highest certainty for the first sample, the first class for the second sample, and the second class again (but with less confidence) for the third sample.
4. Using predict_proba in
Multiclass — Example on the Iris Dataset
- The Iris dataset has 3 classes.
- Using a model (e.g., logistic regression or gradient
boosting), one obtains:
predicted_probabilities = model.predict_proba(X_test)print(predicted_probabilities.shape) # (n_samples, 3)print(predicted_probabilities[:5])- This tells us how confident the model is about each class
for every test point.
- The highest probability in a row is usually the predicted class (via argmax).
5. Visualization of Uncertainty
- Decision boundaries around different classes can be visualized.
- Probabilities reveal “soft boundaries” and small areas of
uncertainty
where probabilities are similar across classes.
- Figure 2-56 demonstrates how uncertainty is visible in certain regions near the decision boundary.
6. Calibration of Multiclass
Probability Estimates
- Similar to binary classification, calibration indicates how
well predicted probabilities reflect actual outcomes.
- A perfectly calibrated model predicts class probabilities
such that when it says “class 1 with 70% probability”, that class is
indeed correct 70% of the time.
- Poor calibration may result in overconfident or
underconfident probability estimates in multiclass settings.
- Calibration techniques can be applied for multiclass as well.
7. Practical Uses of Uncertainty
in Multiclass
- Thresholding: In
some applications, you might only classify a sample if the predicted
probability for the predicted class exceeds a certain threshold.
- Reject option:
Skip or ask for human review when uncertainty is high (all probabilities
close to uniform).
- Active learning:
Prioritize samples with high uncertainty for labeling.
- Ranking: Use probabilities to rank samples by certainty or risk.
8. Model Specific Notes
- Different models have varying quality of uncertainty
estimates:
- Gradient boosting, random forests, and logistic regression often
produce reasonable probability estimates.
- Fully-grown decision trees are less reliable for
uncertainty due to extreme (0 or 1) predicted probabilities.
- Consider model calibration and complexity to get
realistic uncertainty estimates.

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