Why are probabilities and response in ksvm in R not consistent?

问题

I am using ksvm from the kernlab package in R to predict probabilities, using the type="probabilities" option in predict.ksvm. However, I find that sometimes using predict(model,observation,type="r") yields not the class with the highest probability given by predict(model,observation,type="p").

Example:

> predict(model,observation,type="r")
[1] A
Levels: A B
> predict(model,observation,type="p")
        A    B
[1,] 0.21 0.79

Is this correct behavior, or a bug? If it is correct behavior, how can I estimate the most likely class from the probabilities?

Attempt at reproducible example:

library(kernlab)
set.seed(1000)
# Generate fake data
n <- 1000
x <- rnorm(n)
p <- 1 / (1 + exp(-10*x))
y <- factor(rbinom(n, 1, p))
dat <- data.frame(x, y)
tmp <- split(dat, dat$y)
# Create unequal sizes in the groups (helps illustrate the problem)
newdat <- rbind(tmp[[1]][1:100,], tmp[[2]][1:10,])
# Fit the model using radial kernal (default)
out <- ksvm(y ~ x, data = newdat, prob.model = T)
# Create some testing points near the boundary

testdat <- data.frame(x = seq(.09, .12, .01))
# Get predictions using both methods
responsepreds <- predict(out, newdata = testdat, type = "r")
probpreds <- predict(out, testdat, type = "p")

results <- data.frame(x = testdat, 
                      response = responsepreds, 
                      P.x.0 = probpreds[,1], 
                      P.x.1 = probpreds[,2])

Output of results:

> results
     x response     P.x.0     P.x.1
1 0.09        0 0.7199018 0.2800982
2 0.10        0 0.6988079 0.3011921
3 0.11        1 0.6824685 0.3175315
4 0.12        1 0.6717304 0.3282696

回答1:

If you look at the decicision matrix and votes, they seem to be more in line with the responses:

> predict(out, newdata = testdat, type = "response")
[1] 0 0 1 1
Levels: 0 1
> predict(out, newdata = testdat, type = "decision")
            [,1]
[1,] -0.07077917
[2,] -0.01762016
[3,]  0.02210974
[4,]  0.04762563
> predict(out, newdata = testdat, type = "votes")
     [,1] [,2] [,3] [,4]
[1,]    1    1    0    0
[2,]    0    0    1    1
> predict(out, newdata = testdat, type = "prob")
             0         1
[1,] 0.7198132 0.2801868
[2,] 0.6987129 0.3012871
[3,] 0.6823679 0.3176321
[4,] 0.6716249 0.3283751

The kernlab help pages (?predict.ksvm) link to paper Probability estimates for Multi-class Classification by Pairwise Coupling by T.F. Wu, C.J. Lin, and R.C. Weng.

In section 7.3 it is said that the decisions and probabilities can differ:

...We explain why the results by probability-based and decision-value-based methods can be so distinct. For some problems, the parameters selected by δDV are quite different from those by the other five rules. In waveform, at some parameters all probability-based methods gives much higher cross validation accuracy than δDV . We observe, for example, the decision values of validation sets are in [0.73, 0.97] and [0.93, 1.02] for data in two classes; hence, all data in the validation sets are classified as in one class and the error is high. On the contrary, the probability-based methods fit the decision values by a sigmoid function, which can better separate the two classes by cutting at a decision value around 0.95. This observation shed some light on the difference between probability-based and decision-value based methods...

I'm not familiar enough with these methods to understand the issue, but maybe you do, It looks like that there is distinct methods for predicting with probabilities and some other method, and the type=response corresponds to different method than the one which is used for prediction probabilities.

来源：https://stackoverflow.com/questions/15503027/why-are-probabilities-and-response-in-ksvm-in-r-not-consistent

标签

kernlab