libsvm-predict-probability.c

double svm_predict_probability(
        const svm_model *model, const svm_node *x, double *prob_estimates)
{
        if ((model->param.svm_type == C_SVC || model->param.svm_type == NU_SVC) &&
            model->probA!=NULL && model->probB!=NULL)
        {
                int i;
                int nr_class = model->nr_class;
                double *dec_values = Malloc(double, nr_class*(nr_class-1)/2);
                svm_predict_values(model, x, dec_values);

                double min_prob=1e-7;
                double **pairwise_prob=Malloc(double *,nr_class);
                for(i=0;i<nr_class;i++)
                        pairwise_prob[i]=Malloc(double,nr_class);
                int k=0;
                for(i=0;i<nr_class;i++)
                        for(int j=i+1;j<nr_class;j++)
                        {
                                pairwise_prob[i][j]=min(max(sigmoid_predict(dec_values[k],model->probA[k],model->probB[k]),min_prob),1-min_prob);
                                pairwise_prob[j][i]=1-pairwise_prob[i][j];
                                k++;
                        }
                multiclass_probability(nr_class,pairwise_prob,prob_estimates);

                int prob_max_idx = 0;
                for(i=1;i<nr_class;i++)
                        if(prob_estimates[i] > prob_estimates[prob_max_idx])
                                prob_max_idx = i;
                for(i=0;i<nr_class;i++)
                        free(pairwise_prob[i]);
                free(dec_values);
                free(pairwise_prob);             
                return model->label[prob_max_idx];
        }
        else 
                return svm_predict(model, x);
}