Thank you so much! I will have a try!! ~ maggie

On Dec 27, 2007 6:43 PM, Uwe Ligges <[EMAIL PROTECTED]>
wrote:

>
>
> Maggie Wang wrote:
> > Hi, Uwe,
> >
> > Thanks for the reply!!  I have 87 observations in total. If this amount
> > causes the different best.parameters, is there a better way than cross
> > validation to tune them?
>
>
> In order to get stable (I do not say "best") results, you could try some
> bootstrap with many replications or leave-one-out crossvalidation.
>
> Uwe
>
> > Thank you so much for the help!
> >
> > Best Regards,
> > Maggie
> >
> > On Dec 27, 2007 6:17 PM, Uwe Ligges <[EMAIL PROTECTED]>
> > wrote:
> >
> >>
> >> Maggie Wang wrote:
> >>> Hi,
> >>>
> >>> I run the following tuning function for svm. It's very strange that
> >> every
> >>> time i run this function, the best.parameters give different values.
> >>>
> >>> [A]
> >>>
> >>>> svm.tune <- tune(svm, train.x, train.y,
> >>>                     validation.x=train.x, validation.y=train.y,
> >>>
> >>>                  ranges = list(gamma = 2^(-1:2),
> >>>
> >>>                  cost = 2^(-3:2)))
> >>>
> >>>
> >>>
> >>> # where train.x and train.y are matrix specified.
> >>>
> >>>
> >>>
> >>> # output command:
> >>>
> >>>
> >>>
> >>>> svm.tune$best.parameters$cost
> >>>> svm.tune$best.parameters$gamma
> >>>
> >>>
> >>> result:
> >>>
> >>>  cost gamma
> >>>  0.25  4.00
> >>>
> >>>
> >>>
> >>> run A again:
> >>>
> >>>  cost gamma
> >>>     1     4
> >>>
> >>>
> >>>
> >>> again:
> >>>
> >>>   cost gamma
> >>>  0.25  4.00
> >>>
> >>>
> >>>
> >>> The result is so unstable, if it varies so much, why do we need to
> tune?
> >> Do
> >>> you know if this behavior is normal? Can we trust the
> best.parametersfor
> >>> prediction?
> >> I guess you do not have really many observations in your dataset. Then
> >> it highly depends ion the cross validation sets which parameter is
> best.
> >> And therefore you get quite different results.
> >>
> >> Uwe Ligges
> >>
> >>
> >>
> >>>
> >>> Thank you so much to help out!!
> >>>
> >>>
> >>>
> >>> Best Regards,
> >>>
> >>> Maggie
> >>>
> >>>       [[alternative HTML version deleted]]
> >>>
> >>> ______________________________________________
> >>> R-help@r-project.org mailing list
> >>> https://stat.ethz.ch/mailman/listinfo/r-help
> >>> PLEASE do read the posting guide
> >> http://www.R-project.org/posting-guide.html<http://www.r-project.org/posting-guide.html>
> <http://www.r-project.org/posting-guide.html>
>  >>> and provide commented, minimal, self-contained, reproducible code.
> >
>

        [[alternative HTML version deleted]]

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