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

From: Liaw, Andy <andy_liaw_at_merck.com>
Date: Tue 28 Feb 2006 - 23:14:29 EST


From: Michael
>
> Hi all,
>
> I am using the "svm" command in the e1071 package.
>
> Does it have an automatic way of setting the "cost" parameter?

See ?best.svm in that package.  

> 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?

Overfitting, which varying different validation method will not solve.

Andy  

> Thanks a lot!
>
> M.
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help@stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide!
> http://www.R-project.org/posting-guide.html
>
>



R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Tue Feb 28 23:52:21 2006

This archive was generated by hypermail 2.1.8 : Fri 03 Mar 2006 - 03:42:47 EST