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Support Vector Machine refers to "a set of related supervised learning methods that analyze data and recognize patterns, used for classification and regression analysis."

4 votes
1 answer
2k views

What is the connection between Kernel Logistic Regression and Smoothing Splines?

Working on probabilistic outputs of kernel methods I found the formulation of the SVM as a Penalized Method using the Binomial Deviance (described for example in "The Elements of Statistical Learning Theory …
11 votes
2 answers
2k views

Which kernel method gives the best probability outputs?

Recently I have used Platt's scaling of SVM-outputs to estimate probabilities of default-events. …