Authors: Rüping, Stefan
Title: A Simple Method for Estimating Conditional Probabilities for SVMs
Language (ISO): en
Abstract: 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.
URI: http://hdl.handle.net/2003/5308
http://dx.doi.org/10.17877/DE290R-15242
Issue Date: 2004
Publisher: Universität Dortmund
Appears in Collections:Sonderforschungsbereich (SFB) 475

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