A note on Platt’s probabilistic outputs for support vector machines |
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| Authors: | Hsuan-Tien Lin Chih-Jen Lin Ruby C. Weng |
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| Affiliation: | (1) Department of Computer Science and Information Engineering, National Taiwan University, Taipei, 106, Taiwan;(2) Department of Statistics, National Chengchi University, Taipei, 116, Taiwan |
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| Abstract: | Platt’s probabilistic outputs for Support Vector Machines (Platt, J. in Smola, A., et al. (eds.) Advances in large margin
classifiers. Cambridge, 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.
Editor: Dale Schuurmans. |
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| Keywords: | Support vector machine Posterior probability |
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