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. 2016 Oct 10;11(10):e0164568. doi: 10.1371/journal.pone.0164568

Fig 18. Performance of the approximation method (i.e. the expansion without the rest term Δℓ) on the German credit risk data.

Fig 18

(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 very accurately and as such can be used to explain the SVM model.