SVM multiclass problem with probability estimates
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Hello,
As far as I could dig in, I could not find a way of training a M-Ary classifier using prtClassLibSvm as a base classifier and output not the class, but the probability estimates for each of the classes.
What am I missing? Thanks.
Hello Giuliano,
Does LIBSVM support multi-class probabalistic classification? I do not think it does... See:
Since our code is built on LIBSVM, that might be difficult. As a work-around, you might consider something like this:
class = prtPreProcZmuv + prtClassBinaryToMaryOneVsAll('baseClassifier',prtClassLibSvm);
Which I think will output the results of one-vs-all classifications for LibSVM.
If this isn't working for you, let us know what you have tried.
In fact, Wu et al (http://www.csie.ntu.edu.tw/~cjlin/papers/svmprob/svmprob.pdf) have already devised such a tool, as the link you gave me, but everything is some kind of extension.
Anyway, I wanted to know if PRT had an implementation of such a tool already and I wasn't finding it.
I'll try something out. Thanks!
We have not integrated with anything like that at this time. For now your best option with the PRT is to use the one vs all wrapper. We will look into including some sort of M-ary SVM in the future.
Kenny