我正在尝试使用 libsvm(通过 Matlab 接口)来运行一些多标签分类问题。这里有一个使用 IRIS 数据的示例问题:
load fisheriris;featuresTraining = [meas(1:30,:); meas(51:80,:); meas(101:130,:)];featureSelectedTraining = featuresTraining(:,1:3);groundTruthGroupTraining = [species(1:30,:); species(51:80,:); species(101:130,:)];[~, ~, groundTruthGroupNumTraining] = unique(groundTruthGroupTraining);featuresTesting = [meas(31:50,:); meas(81:100,:); meas(131:150,:)];featureSelectedTesting = featuresTesting(:,1:3);groundTruthGroupTesting = [species(31:50,:); species(81:100,:); species(131:150,:)];[~, ~, groundTruthGroupNumTesting] = unique(groundTruthGroupTesting);% Train the classifieroptsStruct = ['-c ', num2str(2), ' -g ', num2str(4), '-b ', 1];SVMClassifierObject = svmtrain(groundTruthGroupNumTraining, featureSelectedTraining, optsStruct);optsStruct = ['-b ', 1];[predLabelTesting, predictAccuracyTesting, ... predictScoresTesting] = svmpredict(groundTruthGroupNumTesting, featureSelectedTesting, SVMClassifierObject, optsStruct);
然而,对于我得到的预测概率(这里展示了前12行的结果)
1.08812899093155 1.09025554950852 -0.01400090569120010.948911671379753 0.947899227815959 -0.01400090569260240.521486301840914 0.509673405799383 -0.01400090569260270.914684487894784 0.912534150299246 -0.01400090569260271.17426551505833 1.17855350325579 -0.01400090569251030.567801459258613 0.557077025701113 -0.01400090569260270.506405203427106 0.494342606399178 -0.01400090569260270.930191457490471 0.928343421250020 -0.01400090569260271.16990617214906 1.17412523596840 -0.01400090569260261.16558843984163 1.16986137054312 -0.01400090569260150.879648874624610 0.876614924593740 -0.0140009056926027-0.151223818963057 -0.179682730685229 -0.0140009056925999
我感到困惑的是,为什么有些概率大于1,有些是负数?
然而,预测的标签似乎相当准确:
111111111113
最终输出为
Accuracy = 93.3333% (56/60) (classification)
那么如何解释预测概率的结果呢?非常感谢。A.
回答:
SVM 的输出不是概率!
分数的符号表示它属于类别 A 还是类别 B。如果分数是 1 或 -1,它就在边界上,尽管知道这一点并不是特别有用。
如果你真的需要概率,你可以使用 Platt 缩放 将它们转换。你基本上是对它们应用一个 sigmoid 函数。