Hi Yaroslav, thank you for your quick and precise reply. I'll try your proposals on monday. But one question remains for me: what is the adequate way to group things together in chunks? All samples with the same label in one chunk? I must say that I didn't really make use of chunks up to now...
Greetings, Thotsten 2010/11/19 Yaroslav Halchenko <[email protected]>: > Welcome Thorsten, > > > On Fri, 19 Nov 2010, Thorsten Kranz wrote: >> rfesvm_split = SplitClassifier(LinearCSVMC()) >> >...< >> on a dataset with 66500 features: >> Dataset / float64 379 x 66500 uniq: 379 chunks 17 labels > > The reason is -- SplitClassifier by default uses NFoldSplitter and you > have 379 chunks... Also due to its nature SplitClassifier constructs and > keeps all those 379 classifiers (1 per split) in memory... so you can do > counting ;-) > > workarounds: > - reduce number of chunks by groupping trials together > - use OddEven or HalfSplitter within rfesvm_split instead of NFold > > also > > - why not give a try to SMLR? > at least it should be much faster than "correctly" RFEed SVM, like you > are trying to do.... you might also like to use SMLR just for the sake > of feature selection prior using SVM (pair-wised voted), effectively > replacing RFE with SMLR as a feature selection step > >> Is the number of labels (17) the problem? > not directly, although it contributes, since SVM does pair-wise > classification, thus effectively constructs 17*16/2 = 136 binary classifiers > >> history is needed, errors and >> nfeatures shouldn't be too big... > yeap > > -- > .-. > =------------------------------ /v\ ----------------------------= > Keep in touch // \\ (yoh@|www.)onerussian.com > Yaroslav Halchenko /( )\ ICQ#: 60653192 > Linux User ^^-^^ [175555] > > > > _______________________________________________ > Pkg-ExpPsy-PyMVPA mailing list > [email protected] > http://lists.alioth.debian.org/mailman/listinfo/pkg-exppsy-pymvpa > _______________________________________________ Pkg-ExpPsy-PyMVPA mailing list [email protected] http://lists.alioth.debian.org/mailman/listinfo/pkg-exppsy-pymvpa
