R插入符(svmRadial)保持sigma不变并使用网格搜索C
R caret (svmRadial) keep sigma constant and use grid search for C
我正在用 caret
实现带有径向基函数核 ('svmRadial') 的支持向量机。据我对文档和源代码的理解,caret
使用分析公式来合理估计 sigma 并将其固定为该值(根据输出:调整参数 'sigma' 保持不变值为 0.1028894)。此外,caret
对一组成本参数 C(默认值 = 3)进行交叉验证。
但是,如果我现在想设置自己的成本参数网格 (tuneGrid),我必须另外指定一个 sigma 值。否则会出现以下错误:
Error: The tuning parameter grid should have columns sigma, C
如何根据分析公式修正 Sigma 并仍然实现我自己的成本参数 C 网格?
这是一个 MWE:
library(caret)
library(mlbench)
data(BostonHousing)
set.seed(1)
index <- sample(nrow(BostonHousing),nrow(BostonHousing)*0.75)
Boston.train <- BostonHousing[index,]
Boston.test <- BostonHousing[-index,]
# without tuneGrid
set.seed(1)
svmR <- train(medv ~ .,
data = Boston.train,
method = "svmRadial",
preProcess = c("center", "scale"),
trControl = trainControl(method = "cv", number = 5))
# with tuneGrid (gives the error message)
set.seed(1)
svmR <- train(medv ~ .,
data = Boston.train,
method = "svmRadial",
preProcess = c("center", "scale"),
tuneGrid = expand.grid(C = c(0.01, 0.1)),
trControl = trainControl(method = "cv", number = 5))
如果您查看模型信息,它显示了如果您不提供网格是如何生成的:
getModelInfo("svmRadial")$svmRadial$grid
function(x, y, len = NULL, search = "grid") {
sigmas <- kernlab::sigest(as.matrix(x), na.action = na.omit, scaled = TRUE)
if(search == "grid") {
out <- expand.grid(sigma = mean(as.vector(sigmas[-2])),
C = 2 ^((1:len) - 3))
} else {
rng <- extendrange(log(sigmas), f = .75)
out <- data.frame(sigma = exp(runif(len, min = rng[1], max = rng[2])),
C = 2^runif(len, min = -5, max = 10))
}
out
}
所以得到的方法是用kernlab::sigest
估计sigma,首先我们把svmRadial的grid方法拉出来:
models <- getModelInfo("svmRadial", regex = FALSE)[[1]]
设置输入 x 和 y,因为您提供的是公式:
preProcValues = preProcess(Boston.train, method = c("center", "scale"))
processData = predict(preProcValues,Boston.train)
x = model.matrix(medv ~ .,data=processData)[,-1]
y = processData$medv
并且我们为这个模型使用了网格函数,您可以看到它与您的输出相同:
set.seed(1)
models$grid(x,y,3)
sigma C
1 0.1028894 0.25
2 0.1028894 0.50
3 0.1028894 1.00
svmR$results
sigma C RMSE Rsquared MAE RMSESD RsquaredSD MAESD
1 0.1028894 0.25 5.112750 0.7591398 2.982241 0.8569208 0.05387213 0.4032354
2 0.1028894 0.50 4.498887 0.8046234 2.594059 0.7823051 0.05357678 0.3644430
3 0.1028894 1.00 4.055564 0.8349416 2.402248 0.8403222 0.06825159 0.3732571
这就是下面发生的事情:
set.seed(1)
sigmas = kernlab::sigest(as.matrix(x), na.action = na.omit, scaled = TRUE)
# from the code, you can see it takes the mean of the two extreme quantiles
mean(sigmas[-2])
[1] 0.1028894
我正在用 caret
实现带有径向基函数核 ('svmRadial') 的支持向量机。据我对文档和源代码的理解,caret
使用分析公式来合理估计 sigma 并将其固定为该值(根据输出:调整参数 'sigma' 保持不变值为 0.1028894)。此外,caret
对一组成本参数 C(默认值 = 3)进行交叉验证。
但是,如果我现在想设置自己的成本参数网格 (tuneGrid),我必须另外指定一个 sigma 值。否则会出现以下错误:
Error: The tuning parameter grid should have columns sigma, C
如何根据分析公式修正 Sigma 并仍然实现我自己的成本参数 C 网格?
这是一个 MWE:
library(caret)
library(mlbench)
data(BostonHousing)
set.seed(1)
index <- sample(nrow(BostonHousing),nrow(BostonHousing)*0.75)
Boston.train <- BostonHousing[index,]
Boston.test <- BostonHousing[-index,]
# without tuneGrid
set.seed(1)
svmR <- train(medv ~ .,
data = Boston.train,
method = "svmRadial",
preProcess = c("center", "scale"),
trControl = trainControl(method = "cv", number = 5))
# with tuneGrid (gives the error message)
set.seed(1)
svmR <- train(medv ~ .,
data = Boston.train,
method = "svmRadial",
preProcess = c("center", "scale"),
tuneGrid = expand.grid(C = c(0.01, 0.1)),
trControl = trainControl(method = "cv", number = 5))
如果您查看模型信息,它显示了如果您不提供网格是如何生成的:
getModelInfo("svmRadial")$svmRadial$grid
function(x, y, len = NULL, search = "grid") {
sigmas <- kernlab::sigest(as.matrix(x), na.action = na.omit, scaled = TRUE)
if(search == "grid") {
out <- expand.grid(sigma = mean(as.vector(sigmas[-2])),
C = 2 ^((1:len) - 3))
} else {
rng <- extendrange(log(sigmas), f = .75)
out <- data.frame(sigma = exp(runif(len, min = rng[1], max = rng[2])),
C = 2^runif(len, min = -5, max = 10))
}
out
}
所以得到的方法是用kernlab::sigest
估计sigma,首先我们把svmRadial的grid方法拉出来:
models <- getModelInfo("svmRadial", regex = FALSE)[[1]]
设置输入 x 和 y,因为您提供的是公式:
preProcValues = preProcess(Boston.train, method = c("center", "scale"))
processData = predict(preProcValues,Boston.train)
x = model.matrix(medv ~ .,data=processData)[,-1]
y = processData$medv
并且我们为这个模型使用了网格函数,您可以看到它与您的输出相同:
set.seed(1)
models$grid(x,y,3)
sigma C
1 0.1028894 0.25
2 0.1028894 0.50
3 0.1028894 1.00
svmR$results
sigma C RMSE Rsquared MAE RMSESD RsquaredSD MAESD
1 0.1028894 0.25 5.112750 0.7591398 2.982241 0.8569208 0.05387213 0.4032354
2 0.1028894 0.50 4.498887 0.8046234 2.594059 0.7823051 0.05357678 0.3644430
3 0.1028894 1.00 4.055564 0.8349416 2.402248 0.8403222 0.06825159 0.3732571
这就是下面发生的事情:
set.seed(1)
sigmas = kernlab::sigest(as.matrix(x), na.action = na.omit, scaled = TRUE)
# from the code, you can see it takes the mean of the two extreme quantiles
mean(sigmas[-2])
[1] 0.1028894