On 01/23/2012 05:54 PM, Dimitrios Pritsos wrote:
> Relate to LinearSVC() and SGDClassifier()
>
> I ran both with a subset of my 33k-samples by 30k-features and I am
> getting a huge difference in results. Is this expected behavour!
>
> After 10-fold-cross-validation (using the Defaults as arguments in both
> cases) I am getting:
>
> Accuracy = 44% for SGD
> Accuracy = 89% for LinearSVC
>
>
> This is the modules I called
> csvm = svm.LinearSVC()
> csvm.fit(X, y)
> csvm.score(crossv_X, crossv_y)
>
> sgd = linear_model.SGDClassifier()
> sgd.fit(X, y)
> sgd.score(crossv_X, crossv_y)
>
>
>    
This is somewhat expected since SGD has some tuning parameters.
For example the number of iterations is set to 5 by default afaik.
Having this higher would probably give you better results.
Also the parameter alpha should probably be cross-validated, as SGD
is more sensitive to this then LinearSVC is to the C parameter.


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