CODEWITHSUNDEEP
machine-learningscikit-learnsvm
THIS USER NEEDS HELP
THIS USER NEEDS HELP

Reputation: 3266

When should one use LinearSVC or SVC?

From my research, I found three conflicting results:

  1. SVC(kernel="linear") is better
  2. LinearSVC is better
  3. Doesn't matter

Can someone explain when to use LinearSVC vs. SVC(kernel="linear")?

It seems like LinearSVC is marginally better than SVC and is usually more finicky. But if scikit decided to spend time on implementing a specific case for linear classification, why wouldn't LinearSVC outperform SVC?

Upvotes: 44

Views: 37772

Answers (2)

eickenberg
eickenberg

Reputation: 14377

Mathematically, optimizing an SVM is a convex optimization problem, usually with a unique minimizer. This means that there is only one solution to this mathematical optimization problem.

The differences in results come from several aspects: SVC and LinearSVC are supposed to optimize the same problem, but in fact all liblinear estimators penalize the intercept, whereas libsvm ones don't (IIRC). This leads to a different mathematical optimization problem and thus different results. There may also be other subtle differences such as scaling and default loss function (edit: make sure you set loss='hinge' in LinearSVC). Next, in multiclass classification, liblinear does one-vs-rest by default whereas libsvm does one-vs-one.

SGDClassifier(loss='hinge') is different from the other two in the sense that it uses stochastic gradient descent and not exact gradient descent and may not converge to the same solution. However the obtained solution may generalize better.

Between SVC and LinearSVC, one important decision criterion is that LinearSVC tends to be faster to converge the larger the number of samples is. This is due to the fact that the linear kernel is a special case, which is optimized for in Liblinear, but not in Libsvm.

Upvotes: 43

lejlot
lejlot

Reputation: 66795

The actual problem is in the problem with scikit approach, where they call SVM something which is not SVM. LinearSVC is actually minimizing squared hinge loss, instead of just hinge loss, furthermore, it penalizes size of the bias (which is not SVM), for more details refer to other question: Under what parameters are SVC and LinearSVC in scikit-learn equivalent?

So which one to use? It is purely problem specific. As due to no free lunch theorem it is impossible to say "this loss function is best, period". Sometimes squared loss will work better, sometimes normal hinge.

Upvotes: 18

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