Support Vector Machines, Kernel Logistic Regression and Boosting

  title={Support Vector Machines, Kernel Logistic Regression and Boosting},
  author={Ji Zhu and Trevor J. Hastie},
  booktitle={Multiple Classifier Systems},
The support vector machine is known for its excellent performance in binary classification, i.e., the response y ∈ {−1, 1}, but its appropriate extension to the multi-class case is still an on-going research issue. Another weakness of the SVM is that it only estimates sign[p(x) − 1/2], while the probability p(x) is often of interest itself, where p(x) = P (Y = 1|X = x) is the conditional probability of a point being in class 1 given X = x. We propose a new approach for classification, called… CONTINUE READING

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