Machine Learning Confidence Value question

Hi All, I want to ask a question. I want to use the Matlab to do the task of classification. I can successfully get the class of classification result. However, I want to find the confidence value of each instance to be classified.

For example, if there are 3 classes to be classified, whenever a instance come into the machine learning system. The machine learning system will output how confident it will classify this instance to each of the 3 classes. (say, class 1 is 30% confidence, class 2 is 40% confidence and class 3 is 30% confidence)

I used the classify() function to do the classification. But it can not output the confidence value. Does anyone know any function can give me the confidence value or can you suggest a way to do that in the matlab? Thank you.

Answer 1

[Ilya]

The 3rd output from CLASSIFY is class posterior probabilities. Isn't this what you want?

[Ke Dang]

Thanks. My matlab is too old. It only have two outputs. Thanks.