How can I use grid.py to select parameters?
I want to select c and gamma options for C-SVM classification using RBF core (radial basis function) with libsvm \ tools \ grid.py but I don't know how this is possible? i installed libsvm and gnuplot and python and ran grid.py in python but it had an error and no results were shown.
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%grid of parameters
folds = 5;
[C,gamma] = meshgrid(-5:2:15, -15:2:3);
%# grid search, and cross-validation
cv_acc = zeros(numel(C),1);
d= 2;
for i=1:numel(C)
cv_acc(i) = svmtrain(TrainLabel,TrainVec, ...
sprintf('-c %f -g %f -v %d -t %d', 2^C(i), 2^gamma(i), folds,d));
end
%# pair (C,gamma) with best accuracy
[~,idx] = max(cv_acc);
%# contour plot of paramter selection
contour(C, gamma, reshape(cv_acc,size(C))), colorbar
hold on;
text(C(idx), gamma(idx), sprintf('Acc = %.2f %%',cv_acc(idx)), ...
'HorizontalAlign','left', 'VerticalAlign','top')
hold off
xlabel('log_2(C)'), ylabel('log_2(\gamma)'), title('Cross-Validation Accuracy')
%# now you can train you model using best_C and best_gamma
best_C = 2^C(idx); best_gamma = 2^gamma(idx); %# ...
This also does a grid lookup ... but using matlab ... not using grid.py ... maybe it helps ...
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You can use the provided matlab script instead of grid.py FAQ
Q: How could I use the MATLAB interface to select parameters? http://www.csie.ntu.edu.tw/~cjlin/libsvm/faq.html#f803
bestcv = 0;
for log2c = -1:3,
for log2g = -4:1,
cmd = ['-v 5 -c ', num2str(2^log2c), ' -g ', num2str(2^log2g)];
cv = svmtrain(heart_scale_label, heart_scale_inst, cmd);
if (cv >= bestcv),
bestcv = cv; bestc = 2^log2c; bestg = 2^log2g;
end
fprintf('%g %g %g (best c=%g, g=%g, rate=%g)\n', log2c, log2g, cv, bestc, bestg, bestcv);
end
end
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