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Support Vector Machines as Probabilistic Models
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 v-SVM reparametrizing the classical (C-)SVM. It is not discriminative, but has a non-uniform marginal. We illustrate the benefits of this new view by rederiving and re-investigating two established SVM-related algorithms.
@inproceedings{FrancZS2011, title = {Support Vector Machines as Probabilistic Models}, booktitle = {Proceedings of the 28th International Conference on Machine Learning}, 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 v-SVM reparametrizing the classical (C-)SVM. It is not discriminative, but has a non-uniform marginal. We illustrate the benefits of this new view by rederiving and re-investigating two established SVM-related algorithms.}, pages = {665-672}, editors = {L Getoor and T Scheffer}, publisher = {International Machine Learning Society}, address = {Madison, WI, USA}, month = jul, year = {2011}, slug = {franczs2011}, author = {Franc, V. and Zien, A. and Sch{\"o}lkopf, B.}, month_numeric = {7} }