[R] does svm have a CV to obtain the best "cost" parameter?

From: Michael <comtech.usa_at_gmail.com>
Date: Tue 28 Feb 2006 - 20:14:21 EST


Hi all,

I am using the "svm" command in the e1071 package.

Does it have an automatic way of setting the "cost" parameter?

I changed a few values for the "cost" parameter but I hope there is a systematic way of obtaining the best "cost" value.

I noticed that there is a "cross" (Cross validation) parameter in the "svm" function.

But I did not see how it can be used to optimize the "cost" parameter.

By the way, what does a 0 training error and a high testing error mean? Varying "cross=5", or "cross=10", etc. does not change the training error and testing error at all. How to improve?

Thanks a lot!

M.

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