Tutorial on Implied Posterior Probability for SVMs

Autor:	Nalbantov, Georgi, Ivanov, Svetoslav
Rok vydání:	2019
Předmět:	Computer Science - Machine Learning Statistics - Machine Learning
Druh dokumentu:	Working Paper
Popis:	Implied posterior probability of a given model (say, Support Vector Machines (SVM)) at a point $\bf{x}$ is an estimate of the class posterior probability pertaining to the class of functions of the model applied to a given dataset. It can be regarded as a score (or estimate) for the true posterior probability, which can then be calibrated/mapped onto expected (non-implied by the model) posterior probability implied by the underlying functions, which have generated the data. In this tutorial we discuss how to compute implied posterior probabilities of SVMs for the binary classification case as well as how to calibrate them via a standard method of isotonic regression. Comment: 20 pages, 19 figures
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1910.00062 Zobrazit plný text záznamu View this record from Arxiv