Probabilistic classifiers inherit label randomness; this paper formalizes per-individual prediction variance as regret, gives a logistic-regression approximation, and tests it on loan and health datasets.
Self-concordant analysis for logistic regression.Electronic Journal of Statistics, 4: 384–414, 2010
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Observational Multiplicity
Probabilistic classifiers inherit label randomness; this paper formalizes per-individual prediction variance as regret, gives a logistic-regression approximation, and tests it on loan and health datasets.