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How to train a neural network to predict an agent's action?
I started learning machine learning. I am using python and scikit-learn for this.
There is a task in which I need to predict the action of an agent. The input data describes the situation. The agent has two possible actions that are a reaction to the described situation. An agent can only take one action.
1 0 - the agent performed the first action.
0 1 - the agent performed the second action.
After training, I want to get the probabilities of the agent taking an action on an event. Those. if I get an answer to the event - 0.3 0.7, this means predicting the actions of the agent in which it is predicted that the agent will perform 1 action with a probability of 30%, and the second action, respectively, with a probability of 70%.
For training, I tried to use different regression models, such as LinearRegression or RandomForestRegressor. As a result, I seem to even get the data of the desired type.
So the question is which learning models to apply correctly for such a task. And most importantly, how to evaluate the result of the implementation. After all, if the answer is a prediction of 0.02 0.98, and the agent still performs the first action (1 0), then this is not an error, just an event with a low probability. For models, as I understand it, an estimate of the mean square error is applied. Such an assessment is not suitable for this task, is it?
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Look here:
https://habr.com/ru/company/ods/blog/323890/
It looks like a logistic regression.
In fact, from the point of view of correct statistics, you need not only the probability of the occurrence of a given event. But also the confidence interval of this accomplishment.
That. your network can predict 1% for one action and 99% for another .. but if the first happens, this does not mean that the network was "mistaken", it just predicted this outcome with a probability of not 95% .. but 1% )
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