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

[Allan Engelhardt]

predict.svm only returns probabilities for model types (Model$type) less 
than 2, which I guess are classification models (?).  In any case, the 
probabilities are returned as an attribute which your result clearly 
lacks.  Trivial example:

>  model<- svm(Species ~ ., data = iris[-1,], probability=TRUE)
>  ( p<- predict(model, newdata=iris[1,], probability=TRUE) )
      1
setosa
attr(,"probabilities")
      setosa versicolor   virginica
1 0.9796166 0.01147175 0.008911663
Levels: setosa versicolor virginica


Hope this helps a little.

Allan

On 04/03/11 18:54, Adam B. Smith wrote:
> 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
>
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