Uncertainty measures of rough set prediction

Title:	Uncertainty measures of rough set prediction
Authors:	Ivo Düntsch , Dept of Computer Science , Brock University , St Catherines, Ontario, L2S 3A1, Canada Günther Gediga , Institut für Evaluation und Marktanalysen; Brinkstr. 19; D-49143 Jeggen, Germany (Equal authorship implied)
Status:	Artificial Intelligence 106 (1998), 109-137
Abstract:	The main statistics used in rough set data analysis, the approximation quality, is of limited value when there is a choice of competing models for predicting a decision variable. In keeping within the rough set philosophy of non-invasive data analysis, we present three model selection criteria, using information theoretic entropy in the spirit of the minimum description length principle. Our main procedure, called SORES (Searching Optimal Rough Entropy Sets), is based on the principle of indifference combined with the maximum entropy principle, thus keeping external model assumptions to a minimum. The applicability of the proposed method is demonstrated by a comparison of its error rates with results of C4.5, using 14 published data sets. Detailed results can be found on the SORES home page .