Support Vector Machines as Probabilistic Models

Abstract

We show how the SVM can be viewed as a maximum likelihood estimate of a class of probabilistic models. This model class can be viewed as a reparametrization of the SVM in a similar vein to the $\nu$-SVM reparametrizing the original SVM. It is not discriminative, but has a non-uniform marginal. We illustrate the benefits of this new view by re-deriving and re-investigating two established SVM-related algorithms.

Cite

Text

Franc et al. "Support Vector Machines as Probabilistic Models." International Conference on Machine Learning, 2011.

Markdown

[Franc et al. "Support Vector Machines as Probabilistic Models." International Conference on Machine Learning, 2011.](https://mlanthology.org/icml/2011/franc2011icml-support/)

BibTeX

@inproceedings{franc2011icml-support,
  title     = {{Support Vector Machines as Probabilistic Models}},
  author    = {Franc, Vojtech and Zien, Alexander and Schölkopf, Bernhard},
  booktitle = {International Conference on Machine Learning},
  year      = {2011},
  pages     = {665-672},
  url       = {https://mlanthology.org/icml/2011/franc2011icml-support/}
}