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Module probability

Module probability 

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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.