kernlab (version 0.1-4)

sigest: Hyperparameter estimation for the Gaussian Radial Basis kernel

Description

Given a range of values for the "sigma" inverse width parameter in the Gaussian Radial Basis kernel for use with Support Vector Machines. The estimation is based on the data to be used.

Usage

## S3 method for class 'formula':
sigest(x, data=NULL, frac = 0.25, na.action = na.omit, scaled = TRUE)
## S3 method for class 'matrix':
sigest(x, frac = 0.25, scaled = TRUE, na.action = na.omit)

Arguments

x

a symbolic description of the model upon the estimation is based. When not using a formula x is a matrix or vector containing the data

data

an optional data frame containing the variables in the model. By default the variables are taken from the environment which `ksvm' is called from.

frac

Fraction of data to use for estimation. By default a quarter of the data is used to estimate the range of the sigma hyperparameter.

scaled

A logical vector indicating the variables to be scaled. If scaled is of length 1, the value is recycled as many times as needed and all non-binary variables are scaled. Per default, data are scaled internally to zero mean and unit

na.action

A function to specify the action to be taken if NAs are found. The default action is na.omit, which leads to rejection of cases with missing values on any required variable. An alternative is na.fail<

Value

• Returns a vector of length 2 defining the range (upper bound and lower bound) of the sigma hyperparameter.

Details

sigest estimates the range of values for the sigma parameter which would return good results when used with a Support Vector Machine (ksvm). The estimation is based upon the 0.1 and 0.9 quantile of $\|x -x'\|^2$. Basicly any value in between those two bounds will produce good results.

References

B. Caputo, K. Sim, F. Furesjo, A. Smola, Appearance-based object recognition using SVMs: which kernel should I use? Proc of NIPS workshop on Statitsical methods for computational experiments in visual processing and computer vision, Whistler, 2002.

See Also

ksvm

Examples

## estimate good sigma values for spam
data(spam)
srange <- sigest(type~.,data = spam)
srange
## Use that to build a spam filter
s <- sum(srange)/2
s
## create test and training set
index <- sample(1:dim(spam)[1])
spamtrain <- spam[index[1:floor(2 * dim(spam)[1]/3)], ]
spamtest <- spam[index[((2 * ceiling(dim(spam)[1]/3)) + 1):dim(spam)[1]], ]

## train a support vector machine
filter <- ksvm(type~.,data=spamtrain,kernel="rbfdot",kpar=list(sigma = s),C=50,cross=3)
filter

## predict mail type on the test set
mailtype <- predict(filter,spamtest[,-58])

## Check results
table(mailtype,spamtest[,58])