Support Vector Machines as Probabilistic Models
Vojtěch Franc, Alexander Zien, Bernhard Sch lkopf · Max Planck Institute for Plasma Physics · 2011
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.