Expand description
Probability estimation functions for SVM models.
Provides Platt scaling (sigmoid_train/sigmoid_predict), multiclass
probability estimation, and density-based probability for one-class SVM.
Matches the original LIBSVM’s probability routines (svm.cpp:1714–2096).
Functions§
- multiclass_
probability - Solve multiclass probabilities from pairwise estimates.
- predict_
one_ class_ probability - Predict probability for one-class SVM from density marks.
- sigmoid_
predict - Numerically stable sigmoid prediction.
- sigmoid_
train - Train Platt scaling parameters (A, B) via Newton’s method.
- svm_
binary_ svc_ probability - Estimate Platt scaling parameters for a binary sub-problem.
- svm_
one_ class_ probability - Estimate probability density marks for one-class SVM.
- svm_
svr_ probability - Estimate Laplace scale parameter for SVR probability.