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

Authors:
Hsuan-Tien Lin;Chih-Jen Lin;Ruby C. Weng
Affiliations:
Department of Computer Science and Information Engineering, National Taiwan University, Taipei, Taiwan 106;Department of Computer Science and Information Engineering, National Taiwan University, Taipei, Taiwan 106;Department of Statistics, National Chengchi University, Taipei, Taiwan 116
Venue:
Machine Learning
Year:
2007

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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.