Incremental SVM With Probability Estimates

Question

Is there any implementation of incremental svm which also has the feature of returning the probability of a given feature vector belonging to the various classes? Preferably usable with python code

I have heard about LaSVM. Does LaSVM has a feature of returning probability estimates? Also does it have features for handling imbalance training datasets?

Answer 1

You can have a look in Scikit Learn, a very flexible and efficient library written in Python

In every model, there are stored the internal calculated values. If clf is your SVM classifier, you can access clf.decision_function to see some explanation of the predictions.

It also provides a good set of tools for preprocessing data among other things you can find interesting.

cheers,