cjlin1 / libsvm

LIBSVM -- A Library for Support Vector Machines
https://www.csie.ntu.edu.tw/~cjlin/libsvm/
BSD 3-Clause "New" or "Revised" License
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Questions about probability estimation of one-class svm #210

Closed KarenMars closed 5 months ago

KarenMars commented 7 months ago

Hi,

I have some questions related to the implementation of the probability estimation of the one-class svm:

cjlin1 commented 7 months ago

For the 1st, yes, we don't give probabilities if # data is too small.

For the 2nd, we agree that it's a problem. May you give us your data and settings so we can see if a better way can be done

On 2023-11-28 10:23, KKKaren wrote:

Hi,

I have some questions related to the implementation of the probability estimation of the one-class svm:

*

The first question is how to calculate the probability estimation when the number of positive or negative predictions is smaller than 5. I found that the probability estimation will not be calculated in this situation. Does it mean that the model can only generate the decision values rather than the probabilities? Why do we manually generate some predicted decision values in the positive area or the negative area to enable the probability estimation? *

The second question is when there are many decision values in the same value, the decision value of this value can be mapped into different intervals. Is it reasonable?

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GoXian commented 5 months ago

Why do we manually generate some predicted decision values in the positive area or the negative area to enable the probability estimation?

cjlin1 commented 5 months ago

Please see details in the following paper https://www.csie.ntu.edu.tw/~cjlin/papers/oneclass_prob/oneclass_prob.pdf

GoXian commented 5 months ago

详情请见以下纸 https://www.csie.ntu.edu.tw/~cjlin/papers/oneclass_prob/oneclass_prob.pdf

Thanks.