Thanks Mathieu, I agree -- a calibration module would be good to have
anyways.

I filed an issue on libsvms github account [1]

[1] https://github.com/cjlin1/libsvm/issues/13


2014-08-13 3:00 GMT+02:00 Mathieu Blondel <[email protected]>:

> sample_weights in scikit-learn comes from a libsvm patch:
> http://www.csie.ntu.edu.tw/~cjlin/libsvmtools/#weights_for_data_instances
>
> So it would seem like probability calibration was omitted from this patch
> :-(
>
> When our calibration module is ready, we could handle the calibration
> post-processing ourselves in pure Python.
>
> Could you report an issue?
>
> Mathieu
>
>
> On Wed, Aug 13, 2014 at 3:33 AM, Peter Prettenhofer <
> [email protected]> wrote:
>
>> SVC doesnt take class/sample weights into account when calibrating
>> probabilities -- this seems to be a bug to me...
>>
>>
>> https://github.com/scikit-learn/scikit-learn/blob/master/sklearn/svm/src/libsvm/svm.cpp#L1895
>>
>> best,
>>  Peter
>>
>> --
>> Peter Prettenhofer
>>
>>
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-- 
Peter Prettenhofer
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