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List:       r-help
Subject:    Re: [R] does svm have a CV to obtain the best "cost" parameter?
From:       "Liaw, Andy" <andy_liaw () merck ! com>
Date:       2006-02-28 21:47:12
Message-ID: 39B6DDB9048D0F4DAD42CB26AAFF0AFAFED894 () usctmx1106 ! merck ! com
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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:comtech.usa@gmail.com] 
Sent: Tuesday, February 28, 2006 3:30 PM
To: Liaw, Andy
Cc: R-help@stat.math.ethz.ch
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 < andy_liaw@merck.com <mailto:andy_liaw@merck.com> >
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.
>
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>
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