[R] Probabilities outside [0, 1] using Support Vector Machines (SVM) in e1071

[Adam B. Smith]

Hi All,

I'm attempting to use eps-regression or nu-regression SVM to compute
probabilities but the predict function applied to an svm model object
returns values outside [0, 1]:

Variable Data looks like:
Present X02 X03 X05 X06 X07 X13 X14 X15 X18
1 0 1634 48 2245.469 -1122.0750 3367.544 11105.013 2017.306 40 23227
2 0 1402 40 2611.519 -811.2500 3422.769 10499.425 1800.475 40 13822
3 0 1379 40 2576.150 -842.8500 3419.000 10166.237 2328.756 37 14200
4 0 1869 51 2645.794 -982.2938 3628.088 9610.037 1699.656 43 20762
...

and bgEnv looks similar:
X02 X03 X05 X06 X07 X13 X14 X15 X18
1 1001 39 2521.406 -38.0875 2559.494 48507.312 3925.7563 63 20616
2 1587 39 3148.056 -895.0187 4043.075 5937.669 910.9062 55 15156
3 1610 40 4116.918 172.6812 3944.237 2287.431 196.0312 51 2739
4 1495 43 3678.381 236.9250 3441.456 3298.625 23.9875 86 281
5 1564 43 3010.988 -623.6063 3634.594 3416.350 819.6375 34 3848
...

modelFormula <- as.formula(Present ~ X02 + X03 + X05 + X06 + X07 + X13 +
X14 + X15 + X18)

Model <- svm( modelFormula,
data=Data,
gamma=0.25,
cost=4,
nu=0.10,
kernel='radial',
scale=TRUE,
type='nu-regression',
na.action=na.omit,
probability=TRUE
)

bgPreds <- predict(
Model,
newdata=bgEnv,
type='nu-regression',
probability=TRUE
)

bgPreds looks like:
11 12 13 14 15 16 17 18 
0.54675813 0.37587560 0.39526542 0.67043587 -0.03079247 0.16696996
0.04714134 0.06989950 
19 20 
0.07615735 0.14923408 
 
Notice the negative value.  I can also get values >1.  I had thought
argument probability=TRUE would give probabilities.

Any help would be greatly appreciated!

Adam


Adam B. Smith
University of California, Berkeley