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Performance of the approximation method (i.e. the expansion without the rest term Δ) on the German credit risk data (using only three inputs).

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posted on 10.10.2016, 17:30 by Vanya Van Belle, Ben Van Calster, Sabine Van Huffel, Johan A. K. Suykens, Paulo Lisboa

(a) Boxplots of the contributions of the approximation of the SVM model, the rest term and the latent variable of the SVM model. The range of the rest term can be ignored in comparison with the ranges of the other contributions. (b) Latent variable of the original model versus those obtained from the approximation. The approximation is able to estimate the latent variable of the SVM model accurately and as such can be used to explain the SVM model.