[R] Cross-validation accuracy in SVM

2005-01-20 Thread Ton van Daelen
Hi all - I am trying to tune an SVM model by optimizing the cross-validation accuracy. Maximizing this value doesn't necessarily seem to minimize the number of misclassifications. Can anyone tell me how the cross-validation accuracy is defined? In the output below, for example, cross-validation

RE: [R] Cross-validation accuracy in SVM

2005-01-20 Thread Liaw, Andy
The 99.7% accuracy you quoted, I take it, is the accuracy on the training set. If so, that number hardly means anything (other than, perhaps, self-fulfilling prophecy). Usually what one would want is for the model to be able to predict data that weren't used to train the model with high

Re: [R] Cross-validation accuracy in SVM

2005-01-20 Thread Frank E Harrell Jr
Ton van Daelen wrote: Hi all - I am trying to tune an SVM model by optimizing the cross-validation accuracy. Maximizing this value doesn't necessarily seem to minimize the number of misclassifications. Can anyone tell me how the cross-validation accuracy is defined? In the output below, for