A note on Platt's probabilistic outputs for support vector machines

Hsuan-Tien Lin, Chih-Jen Lin, Ruby C. Weng

Abstract: Platt’s probabilistic outputs for Support Vector Machines (Platt, J. in Smola, A., et al. (eds.) Advances in large margin classifiers. Cambridge, 2000) has been popular for applications that require posterior class probabilities. In this note, we propose an improved algorithm that theoretically converges and avoids numerical difficulties. A simple and ready-to-use pseudo code is included.