Scikit-Learn SVC Porbability Function

Question

I use scikit-learn to train a SVC with 'poly'-Kernel and propability-paramter enabled.

Most of the time the prediction and the probability assigned to the prediction is correct. That means:

y_pred = self.clf_.predict(feat_scaled)[0]  # y_pred=1 
probs = self.clf_.predict_proba(feat_scaled)[0] # probs=[0.01, 0.9, 0.08, 0.01]

but sometimes the prediction and the probabilities are not the same:

y_pred = self.clf_.predict(feat_scaled)[0]  # y_pred=2
probs = self.clf_.predict_proba(feat_scaled)[0] # probs=[0.8, 0.05, 0.1, 0.05]

As you can see the predcition should be class-0 since it has the largest probability but somehow it is classified as class-2.

What is happening here?

Answer 1

The decision of SVC is not based on the probabilities it produces. In fact, support-vector machine is a non-probabilistic classifier, but there is a way of transforming the outputs of classifiers into probabilities $-$ Platt calibration. This method is used when you set probability=True, and yes, sometimes the results of predict_proba are inconsistent with the predictions of SVC. See the documentation.