Publication

Type of publication:Inproceedings
Entered by:jojo
Title A Probabilistic Interpretation of SVMs with an Application to Unbalanced Classification
Bibtex cite IDgrandvalet:nips:2005
Booktitle Advances in Neural Information Processing Systems, NIPS 15
Year published 2005
Note IDIAP-RR 05-26
Abstract
In this paper, we show that the hinge loss can be interpreted as the neg-log-likelihood of a semi-parametric model of posterior probabilities. From this point of view, SVMs represent the parametric component of a semi-parametric model fitted by a maximum a posteriori estimation procedure. This connection enables to derive a mapping from SVM scores to estimated posterior probabilities. Unlike previous proposals, the suggested mapping is interval-valued, providing a set of posterior probabilities compatible with each SVM score. This framework offers a new way to adapt the SVM optimization problem when decisions result in unequal losses. Experiments on an unbalanced classification loss show improvements over state-of-the-art procedures.
Authors
Grandvalet, Yves
Mariéthoz, Johnny
Bengio, Samy
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