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Module platt

Module platt 

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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
A and B of the sigmoid.

Functions§

fit
Fits A and B on (decision value, is spam) pairs; None without both kinds.