9. 1.2 Proposed Procedure
Many beginners use the following procedure now:
• Transform data to the format of an SVM package
• Randomly try a few kernels and parameters
• Test
We propose that beginners try the following procedure first:
• Transform data to the format of an SVM package
• Conduct simple scaling on the data
2
• Consider the RBF kernel K(x, y) = e−γx−y
• Use cross-validation to find the best parameter C and γ
• Use the best parameter C and γ to train the whole training set5
• Test
We discuss this procedure in detail in the following sections.
A Practical Guide to Support Vector Classification
2 Data Preprocessing
10. 1.2 Proposed Procedure
Many beginners use the following procedure now:
• Transform data to the format of an SVM package
• Randomly try a few kernels and parameters
• Test
We propose that beginners try the following procedure first:
• Transform data to the format of an SVM package
• Conduct simple scaling on the data
2
• Consider the RBF kernel K(x, y) = e−γx−y
• Use cross-validation to find the best parameter C and γ
• Use the best parameter C and γ to train the whole training set5
• Test
We discuss this procedure in detail in the following sections.
A Practical Guide to Support Vector Classification
2 Data Preprocessing
11.
12.
13.
14.
15.
16.
17.
18.
19.
20.
21.
22.
23.
24.
25.
26.
27.
28. Table 1: Models used in train
Model method Value Package Tuning Parameters
“Dual–Use Models”
Generalized linear model glm stats None
glmStepAIC MASS None
Generalized additive model gam mgcv select, method
gamLoess gam span, degree
gamSpline gam df
Recursive Partitioning rpart rpart maxdepth
ctree party mincriterion
ctree2 party maxdepth
Boosted Trees gbm gbm n.trees, shrinkage
interaction.depth
blackboost mboost maxdepth, mstop
ada ada maxdepth, iter, nu
Other Boosted Models glmboost mboost mstop
10
gamboost mboost mstop
Random Forests rf randomForest mtry
parRF randomForest, foreach mtry
cforest party mtry
Boruta Boruta mtry
Bagging treebag ipred None
bag caret vars
logicBag logicFS ntrees, nleaves
Other Trees nodeHarvest nodeHarvest maxinter, mode
partDSA partDSA cut.off.growth, MPD
Multivariate Adaptive Regression Splines earth, mars earth degree, nprune
gcvEarth earth degree
Bagged MARS bagEarth caret, earth degree, nprune
Logic Regression logreg LogicReg ntrees, treesize
Elastic Net (glm) glmnet glmnet alpha, lambda
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