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1.2    Proposed Procedure
Many beginners use the following procedure now:

    • Transform data to the format of an SVM package

    • Randomly try a few kernels and parameters

    • Test

We propose that beginners try the following procedure first:

    • Transform data to the format of an SVM package

    • Conduct simple scaling on the data
                                                   2
    • Consider the RBF kernel K(x, y) = e−γx−y

    • Use cross-validation to find the best parameter C and γ

    • Use the best parameter C and γ to train the whole training set5

    • Test

We discuss this procedure in detail in the following sections.

                                                   A Practical Guide to Support Vector Classification
2     Data Preprocessing
1.2    Proposed Procedure
Many beginners use the following procedure now:

    • Transform data to the format of an SVM package

    • Randomly try a few kernels and parameters

    • Test

We propose that beginners try the following procedure first:

    • Transform data to the format of an SVM package

    • Conduct simple scaling on the data
                                                   2
    • Consider the RBF kernel K(x, y) = e−γx−y

    • Use cross-validation to find the best parameter C and γ

    • Use the best parameter C and γ to train the whole training set5

    • Test

We discuss this procedure in detail in the following sections.

                                                   A Practical Guide to Support Vector Classification
2     Data Preprocessing
Table 1: Models used in train

     Model                                       method Value       Package               Tuning Parameters

                                                     “Dual–Use Models”
     Generalized linear model                    glm              stats                   None
                                                 glmStepAIC       MASS                    None
     Generalized additive model                  gam              mgcv                    select, method
                                                 gamLoess         gam                     span, degree
                                                 gamSpline        gam                     df
     Recursive Partitioning                      rpart            rpart                   maxdepth
                                                 ctree            party                   mincriterion
                                                 ctree2           party                   maxdepth
     Boosted Trees                               gbm              gbm                     n.trees, shrinkage
                                                                                          interaction.depth
                                                 blackboost         mboost                maxdepth, mstop
                                                 ada                ada                   maxdepth, iter, nu
     Other Boosted Models                        glmboost           mboost                mstop
10




                                                 gamboost           mboost                mstop
     Random Forests                              rf                 randomForest          mtry
                                                 parRF              randomForest, foreach mtry
                                                 cforest            party                 mtry
                                                 Boruta             Boruta                mtry
     Bagging                                     treebag            ipred                 None
                                                 bag                caret                 vars
                                                 logicBag           logicFS               ntrees, nleaves
     Other Trees                                 nodeHarvest        nodeHarvest           maxinter, mode
                                                 partDSA            partDSA               cut.off.growth, MPD
     Multivariate Adaptive Regression Splines    earth, mars        earth                 degree, nprune
                                                 gcvEarth           earth                 degree
     Bagged MARS                                 bagEarth           caret, earth          degree, nprune
     Logic Regression                            logreg             LogicReg              ntrees, treesize
     Elastic Net (glm)                           glmnet             glmnet                alpha, lambda

     (continued on next page)
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Tokyo r11caret

  • 1.
  • 2.
  • 3.
  • 4.
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  • 9. 1.2 Proposed Procedure Many beginners use the following procedure now: • Transform data to the format of an SVM package • Randomly try a few kernels and parameters • Test We propose that beginners try the following procedure first: • Transform data to the format of an SVM package • Conduct simple scaling on the data 2 • Consider the RBF kernel K(x, y) = e−γx−y • Use cross-validation to find the best parameter C and γ • Use the best parameter C and γ to train the whole training set5 • Test We discuss this procedure in detail in the following sections. A Practical Guide to Support Vector Classification 2 Data Preprocessing
  • 10. 1.2 Proposed Procedure Many beginners use the following procedure now: • Transform data to the format of an SVM package • Randomly try a few kernels and parameters • Test We propose that beginners try the following procedure first: • Transform data to the format of an SVM package • Conduct simple scaling on the data 2 • Consider the RBF kernel K(x, y) = e−γx−y • Use cross-validation to find the best parameter C and γ • Use the best parameter C and γ to train the whole training set5 • Test We discuss this procedure in detail in the following sections. A Practical Guide to Support Vector Classification 2 Data Preprocessing
  • 11.
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  • 28. Table 1: Models used in train Model method Value Package Tuning Parameters “Dual–Use Models” Generalized linear model glm stats None glmStepAIC MASS None Generalized additive model gam mgcv select, method gamLoess gam span, degree gamSpline gam df Recursive Partitioning rpart rpart maxdepth ctree party mincriterion ctree2 party maxdepth Boosted Trees gbm gbm n.trees, shrinkage interaction.depth blackboost mboost maxdepth, mstop ada ada maxdepth, iter, nu Other Boosted Models glmboost mboost mstop 10 gamboost mboost mstop Random Forests rf randomForest mtry parRF randomForest, foreach mtry cforest party mtry Boruta Boruta mtry Bagging treebag ipred None bag caret vars logicBag logicFS ntrees, nleaves Other Trees nodeHarvest nodeHarvest maxinter, mode partDSA partDSA cut.off.growth, MPD Multivariate Adaptive Regression Splines earth, mars earth degree, nprune gcvEarth earth degree Bagged MARS bagEarth caret, earth degree, nprune Logic Regression logreg LogicReg ntrees, treesize Elastic Net (glm) glmnet glmnet alpha, lambda (continued on next page)