CODEWITHSUNDEEP
machine-learningsvmlibsvm
KrisKK
KrisKK

Reputation: 64

Selection parameters in libsvm

I started my work with libsvm one week ago.
I cannot find any information about parameters to libsvm.
I would like to better understand how I should select these parameters.
Can somebody tell me in using simple language what each parameter means?

-d degree
-g gamma
-r coef0
-c cost
-n nu
-p epsilon
-m cachesize
-e epsilon
-h shrinking
-b probability_estimates
-wi weight

In this case (vector), what parameter values will be the best?

Upvotes: 0

Views: 1257

Answers (1)

Prune
Prune

Reputation: 77910

The parameters are described on the main libsvm page. There are links to several papers that show the mathematical usage of the Greek-letter variables, including A Practical Guide to Support Vector Classification.

In general, you leave the parameter values at their defaults. Then you tweak them, one at a time, to see how the changes affect your desired characteristics.

To help with a few of the main parameters:

  • degree ... This is the degree (highest exponent) of a polynomial kernel function. This is a transformation function applied to your data points in an effort to get a more accurate linear division between the classes. A high degree will lead to over-fitting; a low degree loses accuracy.
  • gamma & r ... Leading coefficient and constant (bias) parameters of the kernel.
  • -e epsilon ... Convergence tolerance; smaller value will take more iterations to converge.

Overall, the paper gives you a good sequence of suggestions for developing a SVM model. I suggest that you work your way through these steps and post again when you have a specific programming problem with what you're doing.

As far as choosing parameters for your data set, we cannot give you a good starting set without analysing the data for "shape" and span, as well as knowing what results you need. In short, we'd have to know more from you, and then step through the work you need to do as model developer.

Do these suggestions get you moving in the right direction?

Upvotes: 1

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