Platt's scaling

By John C. Platt (1999) MIT

Main

  1. Modified (enhanced) sigmoid function
    $$p_i = \frac{1}{1 + \exp(Ax + b)}$$
  2. Scaled cost function
    $$J = -\frac{1}{m}\sum_{i}{(t_i\log{p_i} + (1 - t_i)\log(1 - p_i))}$$
    where $t_i\in\{0, 1\}$ is the class label.
    Cost function of Platt's scaling.
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