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Old 08-19-2012, 03:45 PM
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htlin htlin is offline
Join Date: Aug 2009
Location: Taipei, Taiwan
Posts: 601
Default Re: SVM to return probabilistic output

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

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.

Hope this helps.
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