CODEWITHSUNDEEP
svmlibsvm
guneykayim
guneykayim

Reputation: 5250

Which method does libsvm use when predicting results as probability estimation

I'm using libsvm (executables provided in the package.) for a 2-class classification problem. In training step I'm setting b parameter as 1, which is defined as;

-b probability_estimates : whether to train a SVC or SVR model for probability estimates, 0 or 1 (default 0)

and in predicting step I'm setting b parameter as 1 again, which is defined as;

-b probability_estimates: whether to predict probability estimates, 0 or 1 (default 0); for one-class SVM only 0 is supported

But based on the formulation of SVM, prediction results are signed distances to the margin. My question is, when trained SVM predicts results as probability estimates, how does it (libsvm) map the distances to probabilty estimates?

Thank you

Upvotes: 2

Views: 1304

Answers (1)

don
don

Reputation: 56

They use an improved version of Platt's method. You can find here: http://www.csie.ntu.edu.tw/~cjlin/papers/libsvm.pdf (Section 8, probability estimates) and here is the description of the method: http://www.csie.ntu.edu.tw/~cjlin/papers/plattprob.pdf

Upvotes: 4

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