On 06/07/2013 09:33 PM, neo01124 wtf wrote:

Hi

I am using the scikitlearn implementation of Nu-SVR.

My problem (automatic phonetic segmentation for singing voice) has ~ 50k points with 36 features. Seems relatively small to me compared to the datasets I have been reading about. The problem is it takes a long time (~6 hours) to fit the NuSVR model to 60% of this data and coarse gridsearching for the parameters obviously takes even longer (a couple of days). The times are with gridsearching with the njobs=-1 option enabled on a 4 core machine.

How can I use joblibs to parallelise NuSVR ? Can it be done at all ?

Any other ideas to speedup what I am doing ?


The n_jobs=-1 means that the grid-search is in fact parallelized using joblib. You should see that in your cpu usage. Is there any particular reason to use nu-SVR instead of C-SVR? The C version is a bit more standard, I think. There also seems to be some issue: nu-SVR has a C parameter but not an epsilon parameter. That doesn't make much sense to me?! I think we had a discussion about this at some point but I'm confused again.

I am not very familiar with doing regression but I would expect the runtime to be critically dependent on the kernel, C/nu and epsilon. Training for hours using an rbf kernel on tens of thousands of points seems the right order of magnitude for me.
You could probably increase epsilon / decrease C to make training faster.

Other than that, you could try a linear kernel first. That will be way faster.

Hth,
Andy
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