A note on Platt's probabilistic outputs for support vector machines

A note on Platt's probabilistic outputs for support vector machines
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DOI:
10.1007/s10994-007-5018-6
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发表时间:
2007-10-01
期刊:
影响因子:
7.5
通讯作者:
Weng, Ruby C.
Weng, Ruby C.
中科院分区:
计算机科学3区
文献类型:
--
作者:
Lin, Hsuan-Tien;Lin, Chih-Jen;Weng, Ruby C.

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Platt的支持向量机的概率输出(Platt, J. in Smola, A., et al.)大边际分类器的进展。Cambridge, 2000)在需要后验类概率的应用中很受欢迎。在本文中,我们提出了一种改进的算法,该算法在理论上收敛并避免了数值困难。包含一个简单且随时可用的伪代码。
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.