Help req. in using fitcsvm()

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UserJ 2018-5-9

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评论： UserJ 2018-5-12

Hi!

I am trying to use fitcsvm() to implement SVM. Previously, I was using LibSVM. I know from the results obtained using LibSVM that the best kernel for my problem is RBF. Now, I want to find the kernel parameters. For this, I am using the following code:

opts=struct('Optimizer','bayesopt','ShowPlots',true, 'Repartition',1);
svmmod=fitcsvm(ftTrn,CLTrn,'KernelFunction','rbf','OutlierFraction',0.05,...
  'OptimizeHyperparameters','auto','HyperparameterOptimizationOptions',opts);
                     % ftTrn: Training data, %CLTrn: corresponding classlabels

1) Is this code right for my purpose?

2) svmmod contains the SVM trained on the entire training data or on a subset (on a fold used for determining the best values for the kernel parameters)?

3) Are there any other parameters I can tweak for improving the classification performance?

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Answer 1

Don Mathis 2018-5-11

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编辑：Don Mathis 2018-5-11

在 MATLAB Online 中打开

(1) Yes that's right. In that case it will optimize BoxConstraint and KernelScale.

(2) svmmod contains the SVM trained on the entire training data, using the best hyperparameters found. 5-fold crossvalidated misclassification rate was used as the objective function during optimization.

(3) You can optimize more variables. You can find out what hyperparameters are eligible like this:

>> h = hyperparameters('fitcsvm',ftTrn,CLTrn)
>> h.Name
h = 
  5×1 optimizableVariable array with properties:
      Name
      Range
      Type
      Transform
      Optimize
ans =
    'BoxConstraint'
ans =
    'KernelScale'
ans =
    'KernelFunction'
ans =
    'PolynomialOrder'
ans =
    'Standardize'

And then you can optimize additional hyperparameters like this:

svmmod=fitcsvm(ftTrn,CLTrn,'KernelFunction','rbf','OutlierFraction',0.05,...
  'OptimizeHyperparameters',{'BoxConstraint','KernelScale','Standardize'},'HyperparameterOptimizationOptions',opts)

Because you're fixing the kernel function, the 'PolynomialOrder' hyperparameter is not relevant. So 'Standardize' ends up being the only additional hyperparameter.

One more note: Since you're now optimizing 3 variables, you might want to run the optimization longer, say 60 evaluations:

opts=struct('Optimizer','bayesopt','ShowPlots',true, 'Repartition',1, 'MaxObjectiveEvaluations',60);
svmmod=fitcsvm(ftTrn,CLTrn,'KernelFunction','rbf','OutlierFraction',0.05,...
  'OptimizeHyperparameters',{'BoxConstraint','KernelScale','Standardize'},'HyperparameterOptimizationOptions',opts)

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Don Mathis 2018-5-11

在 MATLAB Online 中打开

Yet one more note: If you've got some time on your hands, why not let it try other kernel functions, too?

opts=struct('Optimizer','bayesopt','ShowPlots',true, 'Repartition',1, 'MaxObjectiveEvaluations',60);
svmmod=fitcsvm(ftTrn,CLTrn,'OutlierFraction',0.05,...
  'OptimizeHyperparameters','all','HyperparameterOptimizationOptions',opts)