Predicting accurate probabilities with a ranking loss
  In many real-world applications of machine learning classifiers, it is essential to predict the probability of an example belonging to a particular class. This paper proposes a simple technique for predicting probabilities based on optimizing a ranking loss, followed by isotonic regression. This semi-parametric technique offers both good ranking and regression performance, and models a richer set of probability distributions than statistical workhorses such as logistic regression. We provide experimental results that show the effectiveness of this technique on real-world applications of probability prediction. 
Aditya Menon (UC San Diego), Xiaoqian Jiang (UC San Diego), Shankar   Vembu (University of Toronto), Charles Elkan (UC San D...
cs.LG stat.ML