A Simple Method For Estimating Conditional Probabilities For SVMs

Support Vector Machines (SVMs) have become a popular learning algorithm, in particular for large, high-dimensional classification problems. SVMs have been shown to give most accurate classification results in a variety of applications. Several methods have been proposed to obtain not only a classification, but also an estimate of the SVMs confidence in the correctness of the predicted label. In this paper, several algorithms are compared which scale the SVM decision function to obtain an estimate of the conditional class probability. A new simple and fast method is derived from theoretical arguments and empirically compared to the existing approaches. --

A Simple Method for Estimating Conditional Probabilities for SVMs

Support Vector Machines (SVMs) have become a popular learning algorithm, in particular for large, high-dimensional classification problems. SVMs have been shown to give most accurate classification results in a variety of applications. Several methods have been proposed to obtain not only a classification, but also an estimate of the SVMs confidence in the correctness of the predicted label. In this paper, several algorithms are compared which scale the SVM decision function to obtain an estimate of the conditional class probability. A new simple and fast method is derived from theoretical arguments and empirically compared to the existing approaches

Efficient cross-validation of the complete two stages in KFD classifier formulation

This paper presents an efficient evaluation algorithm for cross-validating the two-stage approach of KFD classifiers. The proposed algorithm is of the same complexity level as the existing indirect efficient cross-validation methods but it is more reliable since it is direct and constitutes exact cross-validation for the KFD classifier formulation. Simulations demonstrate that the proposed algorithm is almost as fast as the existing fast indirect evaluation algorithm and the twostage cross-validation selects better models on most of the thirteen benchmark data sets.<br /