Description: Fit a sigmoid function to the discriminant values produced by an SVM, and use the sigmoid to compute probabilities. This program is based upon pseudocode given in "Probabilistic outputs for support vector machines and comparison to to regularized likelihood methods" by Platt.
Usage: fit-sigmoid <weights>
Inputs:
Output:
The program prints to standard output a version of the weights file with an additional column. This column contains probabilities corresponding to each of the given discriminant values. The parameters of the sigmoid (A and B) are included in an additional line at the end of the header. The formula for converting a discriminant value X into a probability is 1 / (1 + exp(A * X + B)).
Options: None.
Calls: none