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Old 08-19-2012, 03:45 PM
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htlin htlin is offline
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Join Date: Aug 2009
Location: Taipei, Taiwan
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Default Re: SVM to return probabilistic output

Yes, the usual one used for SVMs is proposed by Platt:

http://citeseerx.ist.psu.edu/viewdoc...10.1.1.41.1639

which is of the form

\frac{1}{1 + \exp(- (A (\mathbf{w}^T \mathbf{x} + b) + B))}

and estimates A and B by a logistic-regression like optimization problem. An improved implementation for calculating A and B can be found in

Hsuan-Tien Lin, Chih-Jen Lin, and Ruby C. Weng. A Note on Platt's Probabilistic Outputs for Support Vector Machines. Machine Learning, 68(3), 267-276, 2007.

http://www.csie.ntu.edu.tw/~htlin/pa.../plattprob.pdf

Hope this helps.
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