How to convert the output of an artificial neural network into probabilities?

Posted by Mathieu Pagé on Stack Overflow See other posts from Stack Overflow or by Mathieu Pagé
Published on 2009-10-06T03:17:56Z Indexed on 2011/11/27 1:50 UTC
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I've read about neural network a little while ago and I understand how an ANN (especially a multilayer perceptron that learns via backpropagation) can learn to classify an event as true or false.

I think there are two ways :

1) You get one output neuron. It it's value is > 0.5 the events is likely true, if it's value is <=0.5 the event is likely to be false.

2) You get two output neurons, if the value of the first is > than the value of the second the event is likely true and vice versa.

In these case, the ANN tells you if an event is likely true or likely false. It does not tell how likely it is.

Is there a way to convert this value to some odds or to directly get odds out of the ANN. I'd like to get an output like "The event has a 84% probability to be true"

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