Expand description
Platt scaling: an SVM’s decision values turned into probabilities,
P(spam | f) = 1 / (1 + exp(A·f + B)), fitted on scores the SVM gave to
messages it had not learned from (Platt 1999). Fitted by Newton’s method
with a backtracking line search, as Lin, Lin & Weng (“A note on Platt’s
probabilistic outputs for support vector machines”, Machine Learning 68,
2007) wrote it: their targets, their stopping rule, a stable log-loss.
Structs§
- Platt
AandBof the sigmoid.
Functions§
- fit
- Fits A and B on
(decision value, is spam)pairs; None without both kinds.