SVM and KNN hyperparameter

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Ehsan Altayef
Ehsan Altayef 2022-6-30
评论： Alan Weiss 2022-7-4
I am attempting to optimize KNN and SVM classifiers with any optimization algorithm except Naivebayes.
can anyone help, please?

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回答（1 个）

Alan Weiss
Alan Weiss 2022-7-1
Is this what you are looking for?
fitcsvm hyperparameter options
fitcknn hyperparameter options
Alan Weiss
MATLAB mathematical toolbox documentation
  2 个评论
Ehsan Altayef
Ehsan Altayef 2022-7-4
Thank you for your response.
this is what i got
(MySVM = fitcsvm(xTrain, yTrain,'KernelFunction','rbf','OptimizeHyperparameters','auto',... 'HyperparameterOptimizationOptions',struct('AcquisitionFunctionName',...
'expected-improvement-plus','ShowPlots',true)); % Bayes' Optimization 사용.)
my question is how can I use Genetic or Bath algorithms instead of the Bayes algorithm?
Alan Weiss
Alan Weiss 2022-7-4
To use a different algorithm you would have to run a different solver. I am not at all sure of the benefit of using a different algorithm.And I am not familiar with the Bath algorithm. Really, what do you expect to get that is better?
To use ga (genetic algorithm), you need a Global Optimization Toolbox license. To minimize the cross-validation error, you might want to fix the partition, and then use ga to minimize the error over several parameter settings. Something like this:
rng default
c = cvpartition(n,'Kfold',5); % Fix a partition
% I assume that you want to optimize over x(1)=BoxConstraint and x(2)=KernelScale
lb = [1/10,1/10]; % Somewhat arbitrary bounds
ub = [10,10];
% Minimize the cross-validation loss
fun = @(x)kfoldloss(fitcsvm(X,Y,'CVPartition',c,'BoxConstraint',x(1),'KernelScale',x(2)));
[sol,fval] = ga(fun,2,[],[],[],[],lb,ub);
% Now train the model on the optimal parameters
model = fitcsvm(X,Y,'BoxConstraint',sol(1),'KernelScale',sol(2));
But again, before you do this, I believe you should think about what you expect to get that is better than the automatic hyperparameter optimization using Bayesian optimization.
Alan Weiss
MATLAB mathematical toolbox documentation

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