Help understanding Confidence Levels for DLP Policies

ComputerHabit
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I am trying really hard to understand confidence levels and what they mean in a DLP policy. Microsofts explanation just leaves me guessing on what is happening.
Can anyone explain WHAT is going on with them?
Classifiers have a confidence level.
DLP Policies have a confidence level for each Classifier you choose.
What is the relationship between these and the Instance Count?
I'm lost what this is good for any why it isn't explained better.
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