Function svm_predict_probability

ml/src/svm.cpp:2945–2992

}

double
svm_predict_probability(const svm_model* model,
                        const svm_node* x,
                        double* prob_estimates)
{
  if ((model->param.svm_type == C_SVC || model->param.svm_type == NU_SVC) &&
      model->probA != nullptr && model->probB != nullptr) {
    int nr_class = model->nr_class;
    double* dec_values = Malloc(double, nr_class*(nr_class - 1) / 2);
    svm_predict_values(model, x, dec_values);

    double min_prob = 1e-7;
    double** pairwise_prob = Malloc(double*, nr_class);

    for (int i = 0; i < nr_class; i++)
      pairwise_prob[i] = Malloc(double, nr_class);

    int k = 0;

    for (int i = 0; i < nr_class; i++)
      for (int j = i + 1; j < nr_class; j++) {
        pairwise_prob[i][j] =
            min(max(sigmoid_predict(dec_values[k], model->probA[k], model->probB[k]),
                    min_prob),
                1 - min_prob);
        pairwise_prob[j][i] = 1 - pairwise_prob[i][j];
        k++;
      }

    multiclass_probability(nr_class, pairwise_prob, prob_estimates);

    int prob_max_idx = 0;

    for (int i = 1; i < nr_class; i++)
      if (prob_estimates[i] > prob_estimates[prob_max_idx])
        prob_max_idx = i;

    for (int i = 0; i < nr_class; i++)
      free(pairwise_prob[i]);

    free(dec_values);

    free(pairwise_prob);

    return model->label[prob_max_idx];
  }
  return svm_predict(model, x);
}

static const char* svm_type_table[] = {
    "c_svc", "nu_svc", "one_class", "epsilon_svr", "nu_svr", nullptr};