I plan to use libSVM for a one-class svm problem, but I'm not sure about the meaning of nu
in svm_parameter
.
Does it mean the probability that a test point lies outside of a set S (estimated from the training data) equals nu
?
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Sign up to join this communityI plan to use libSVM for a one-class svm problem, but I'm not sure about the meaning of nu
in svm_parameter
.
Does it mean the probability that a test point lies outside of a set S (estimated from the training data) equals nu
?
A Tutorial on $\nu$-Support Vector Machines [PDF] (Section 6, proposition 1) It's not exactly a probability. In the context of soft-margin SVM, we introduce slack variables in the margin and minimize its sum, and: