[R] SVM probability output variation

Anders Carlsson anders.carlsson at immun.lth.se
Wed Oct 21 14:49:42 CEST 2009

Dear R:ers,

I'm using the svm from the e1071 package to train a model with the 
option "probabilities = TRUE". I then use "predict" with "probabilities 
= TRUE" and get the probabilities for the data point belonging to either 
class. So far all is well.

My question is why I get different results each time I train the model, 
although I use exactly the same data. The prediction seems to be 
reproducible, but if I re-train the model, the probabilities vary some what.

Here, I have trained a model on exactly the same data five times. When 
predicting using the different models, this is how the probabilities vary:

Grp.0        Grp.1
0.7077155    0.2922845
0.7938782    0.2061218
0.8178833    0.1821167
0.7122203    0.2877797

How can the predictions using the same training and test data vary so much?


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