There's been some work on variational Bayesian formulations of SVMs in the last few years. These can give actual uncertainty estimates and do automatic hyperpar

There's been some work on variational Bayesian formulations of SVMs in the last few years. These can give actual uncertainty estimates and do automatic hyperparameter tuning. This one in particular is very cool: https://arxiv.org/pdf/1707.05532.pdf https://arxiv.org/pdf/1707.05532.pdf