liquidSVM (version 1.2.2)

selectSVMs: Selects the best hyper-parameters of all the trained SVMs.

Description

Should only be used by experts! This selects for every task and cell the best hyper-parameter based on the validation errors in the folds. This is saved and will afterwards be used in the evaluation of the decision functions.

Usage

selectSVMs(model, command.args = NULL, ..., d = NULL,
  warn.suboptimal = getOption("liquidSVM.warn.suboptimal", TRUE))

Arguments

model

the svm-model

command.args

further arguments aranged in a list, corresponding to the arguments of the command line interface to svm-select, e.g. list(d=2,R=0) is equivalent to svm-select -d 2 -R 0. See command-args for details.

...

parameters passed to selection phase e.g. retrain_method="select_on_entire_train_set"

d

level of display information

warn.suboptimal

if TRUE this will issue a warning if the boundary of the hyper-parameter grid was hit too many times. The default can be changed by setting options(liquidSVM.warn.suboptimal=FALSE).

Value

a table giving training and validation errors and more internal statistic for all the SVMs that were selected. This is also recorded in model$select_errors.

Documentation for command-line parameters of svm-select

The following parameters can be used as well:

  • h=[<level>]

    Displays all help messages.

    Meaning of specific values: <level> = 0 => short help messages <level> = 1 => detailed help messages

    Allowed values: <level>: 0 or 1

    Default values: <level> = 0

  • N=c(<class>,<constraint>)

    Replaces the best validation error in the search for the best hyper-parameter combination by an NPL criterion, in which the best detection rate is searched for given the false alarm constraint <constraint> on class <class>.

    Allowed values: <class>: -1 or 1 <constraint>: float between 0.0 and 1.0

    Default values: Option is deactivated.

  • R=<method>

    Selects the method that produces decision functions from the different folds.

    Meaning of specific values: <method> = 0 => select for best average validation error <method> = 1 => on each fold select for best validation error

    Allowed values: <method>: integer between 0 and 1

    Default values: <method> = 1

  • W=<number>

    Restrict the search for the best hyper-parameters to weights with the number <number>.

    Meaning of specific values: <number> = 0 => all weights are considered.

    Default values: <number> = 0

Details

Some learning scenarios have to perform several selection runs: for instance in quantile regression for every quantile. This is done by specifying weight_number ranging from 1 to the number of quantiles.

See command-args for details.

See Also

command-args, svm, init.liquidSVM, selectSVMs, predict.liquidSVM, test.liquidSVM and clean.liquidSVM