Linear Learner - Multiclass classification - Prediction Scores

Thanks for using SageMaker. The scores returned by multiclass models are the predicted probabilites for each class.

In your first example, the model is predicting class 1 with 81% confidence, and in your second example, the model is predicting class 2 with 87% confidence.

In general, to interpret the score from classification models, you have to consider the loss function. If the loss is logistic for binary classification or softmax_loss for multiclass classification, then the score can be interpreted as a probability. These are the default losses used by Linear Learner. But if the loss is hinge_loss, then the score cannot be interpreted as a probability. This is because hinge loss corresponds to a Support Vector Classifier, which does not produce probability estimates.

Great, many thanks for the explanation