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A Note on Platt's Probabilistic Outputs for Support Vector Machines

Summary: A Note on Platt's Probabilistic Outputs for Support
Vector Machines
Hsuan-Tien Lin (htlin@ntu.edu.tw)
Chih-Jen Lin (cjlin@csie.ntu.edu.tw)
Department of Computer Science and Information Engineering,
National Taiwan University, Taipei 106, Taiwan
Ruby C. Weng (chweng@nccu.edu.tw)
Department of Statistics,
National Chengchi University, Taipei 116, Taiwan
Abstract. Platt's probabilistic outputs for Support Vector Machines (Platt, 2000)
has been popular for applications that require posterior class probabilities. In this
note, we propose an improved algorithm that theoretically converges and avoids
numerical difficulties. A simple and ready-to-use pseudo code is included.
Keywords: Support Vector Machine, Posterior Probability
1. Introduction
Given training examples xi Rn, i = 1, . . . , l, labeled by yi {+1, -1},
the binary Support Vector Machine (SVM) computes a decision func-
tion f(x) such that sign(f(x)) can be used to predict the label of any
test example x.
Instead of predicting the label, many applications require a posterior


Source: Abu-Mostafa, Yaser S. - Department of Mechanical Engineering & Computer Science Department, California Institute of Technology


Collections: Computer Technologies and Information Sciences