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| Type of publication: | Inproceedings |
| Entered by: | jojo |
| Title |
A Probabilistic Interpretation of SVMs with an Application to Unbalanced Classification |
| Bibtex cite ID | grandvalet: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. |
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| BibTeX | BibTeX |
| RIS | RIS |
| Crossref | grandvalet:rr05-26:
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| Attachments |
pdf (main file) |
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| Total mark: | 5 |
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