| EVALSVM | |
Trains and evaluates Support Vector Machines classifier.
Synopsis:
[model,Errors] = evalsvm(data,options)
[model,Errors] = evalsvm(trn_data,val_data,options)
Description:
[model,Errors] = evalsvm(data,options) uses cross-validation
to assess SVM classifiers with given kernel arguments and
regularization constants.
The kernel type is given in options.ker (see 'help kernel').
The SVM solver to be used is specified by field options.solver
(default 'smo'). Both binary and multi-class SVM solvers are
allowed. The input data have the following format:
be used with regards to the number of labels of training data
data.X [dim x num_data] ... training vectors.
data.y [1 x num_data] ... labels.
The set of SVM parameters to be evaluated are specified in:
options.arg [dimarg x nargs] ... enumeration of kernel arguments;
dimarg determins number of kernel argumens (e.g., dimarg = 1
for 'rbf' kernel and dimarg = 2 for 'sigmoid').
options.C [1 x nc] ... enumeration of regularization constants.
Some extra parameters for the selected SVM solver can be
specified in the field options.solver_options.
Each configuration of SVM paramaters is evaluated using the
cross-validation. The number of folds is given in
optios.num_folds (default 5). The trained SVM model with
the smallest cross-validation error is returned. The computed
cross-validation errors with respect to SVM parametes are
returned in Errors [nc x nargs].
The progress info is displayed if options.verb is set to 1
(default 0).
[model,Errors] = evalsvm(trn_data,val_data,options) each
SVM is trained on the trn_data and evaluated on the
validation val_data instead of using cross-validation.
Example:
trn = load('riply_trn');
tst = load('riply_tst');
options.ker = 'rbf';
options.arg = [0.1 0.5 1 5];
options.C = [1 10 100];
options.solver = 'smo';
options.num_folds = 5;
options.verb = 1;
[model,Errors] = evalsvm(trn,options);
figure; mesh(options.arg,options.C,Errors);
hold on; xlabel('arg'); ylabel('C');
ypred = svmclass(tst.X,model);
cerror(ypred,tst.y)
See also:
SMO, SVMLIGHT, SVMCLASS.
Modifications:
17-sep-2004, VF, Help improved. Info about training stage added.
18-aug-2004, VF, svm_options changed to solver_options
4-june-2004, VF
3-jun-2004, VF