wayne
wayne

Reputation: 11

Can Optunity be used in Multi class svm?

I ran a program with optunity to find the hyperparameter of SVM without deciding the kernel first as seen here http://optunity.readthedocs.io/en/latest/notebooks/notebooks/sklearn-svc.html#tune-svc-without-deciding-the-kernel-in-advance it ran but when i replaced the data and labels with multi class information it commits an error how come this is hapenning.

Upvotes: 0

Views: 146

Answers (1)

satishg
satishg

Reputation: 11

Optunity uses ROC-AUC for selecting optimum hyper parameters. AUC can't be estimated for multiclass problems. Some workaround solutions for using Optunity for multiclass problems are:

  1. Use Accuracy as criterian for selecting optimum parameters rather than AUC
  2. Convert multiclass into binary class and select optimum parameters for each classifier.

Upvotes: 1

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