How to optimize the hyperparameter for support vector regression with LIBSVM library on MATLAB?
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To make a regression model using LIBSVM library on MATLAB? Therefore paraameter of optimization is required. I optimized parameter but it's not working because epsilon does not change with other parameter?
my loop for optimization is such as
bestcv = inf;
for log2c = -1:10
for log2g = -1:5
for log2p = -10:-7
cmd = [ '-v 5 -s 3 ', '-c ', num2str(2^log2c), ' -g ', num2str(2^log2g), '-p', num2str(2^log2p)];
cv = svmtrain(Y, X, cmd);
if (cv<= bestcv)
bestcv = cv; bestc = 2^log2c; bestg = 2^log2g; bestp = 2^log2p;
end
fprintf('%g %g %g %g(best c=%g, g=%g, p=%p rate=%g)\n', log2c, log2g, log2p, cv, bestc, bestg, bestp, bestcv);
end
end
end
How to change in the loop and get correct values? please explain it
Thanks in advance
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surya venu
2024-5-21
编辑：surya venu
2024-5-21
Hi,
The provided MATLAB code appears to be performing parameter tuning for a Support Vector Regression (SVR) model using the LIBSVM library. The loop iterates through various combinations of C (cost) and gamma parameters to identify the optimal configuration based on cross-validation results. However, it's important to note that epsilon (epsilon) in SVR is typically a fixed hyperparameter, and it might not be necessary to include it in the optimization loop.
Here is the updated code:
bestcv = inf; % Best cross-validation error initialized to infinity
bestc = 0; % Initialize best C
bestg = 0; % Initialize best gamma
bestp = 0; % Initialize best epsilon
% Loop over the range of parameters
for log2c = -1:10
for log2g = -1:5
for log2p = -10:-7
% Construct the command string with spaces correctly placed
cmd = sprintf('-v 5 -s 3 -c %f -g %f -p %f', 2^log2c, 2^log2g, 2^log2p);
% Perform cross-validation
cv = svmtrain(Y, X, cmd);
% Update the best parameters if the current CV error is lower
if (cv < bestcv)
bestcv = cv;
bestc = 2^log2c;
bestg = 2^log2g;
bestp = 2^log2p;
end
% Print the current parameters and the best ones found so far
fprintf('%g %g %g %g (best c=%g, g=%g, p=%g, rate=%g)\n', log2c, log2g, log2p, cv, bestc, bestg, bestp, bestcv);
end
end
end
Here are the changes:
- Corrected the cmd string formatting to ensure proper spacing around parameters.
- Initialized bestc, bestg, and bestp before the loop.
Hope it helps.
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