You might find http://www.csie.ntu.edu.tw/~cjlin/papers/guide/guide.pdf <http://www.csie.ntu.edu.tw/~cjlin/papers/guide/guide.pdf> helpful. Parameter tuning is essential for avoiding overfitting. Andy
-----Original Message----- From: Michael [mailto:[EMAIL PROTECTED] Sent: Tuesday, February 28, 2006 3:30 PM To: Liaw, Andy Cc: [email protected] Subject: Re: [R] does svm have a CV to obtain the best "cost" parameter? Hi Andy, Thanks a lot for your answer! So what do I do if the model overfits? Thanks a lot! On 2/28/06, Liaw, Andy < [EMAIL PROTECTED] <mailto:[EMAIL PROTECTED]> > wrote: 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]] > > ______________________________________________ > [email protected] <mailto:[email protected]> mailing list > https://stat.ethz.ch/mailman/listinfo/r-help <https://stat.ethz.ch/mailman/listinfo/r-help> > PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html <http://www.R-project.org/posting-guide.html> > > ---------------------------------------------------------------------------- -- Notice: This e-mail message, together with any attachments,...{{dropped}} ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
