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> >>> and provide commented, minimal, self-contained, reproducible code. > ______________________________________________ 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 and provide commented, minimal, self-contained, reproducible code.