Description Usage Arguments Value Examples
This function estimates parameters for SVM(Gaussian Kernel) based on bayesian optimization
1 2 3 4 5 6 | svm_opt(train_data, train_label, test_data, test_label,
gamma_range = c(10^(-3), 10^1), cost_range = c(10^(-2), 10^2),
svm_kernel = "radial", degree_range = c(3L, 10L),
coef0_range = c(10^(-1), 10^1), init_points = 4, n_iter = 10,
acq = "ei", kappa = 2.576, eps = 0, optkernel = list(type =
"exponential", power = 2))
|
train_data |
A data frame for training of SVM |
train_label |
The column of class to classify in the training data |
test_data |
A data frame for training of SVM |
test_label |
The column of class to classify in the test data |
gamma_range |
The range of gamma. Default is c(10 ^ (-3), 10 ^ 1) |
cost_range |
The range of C(Cost). Default is c(10 ^ (-2), 10 ^ 2) |
svm_kernel |
Kernel used in SVM. You might consider changing some of the following parameters, depending on the kernel type.
|
degree_range |
Parameter needed for kernel of type polynomial. Default is c(3L, 10L) |
coef0_range |
parameter needed for kernels of type |
init_points |
Number of randomly chosen points to sample the target function before Bayesian Optimization fitting the Gaussian Process. |
n_iter |
Total number of times the Bayesian Optimization is to repeated. |
acq |
Acquisition function type to be used. Can be "ucb", "ei" or "poi".
|
kappa |
tunable parameter kappa of GP Upper Confidence Bound, to balance exploitation against exploration, increasing kappa will make the optimized hyperparameters pursuing exploration. |
eps |
tunable parameter epsilon of Expected Improvement and Probability of Improvement, to balance exploitation against exploration, increasing epsilon will make the optimized hyperparameters are more spread out across the whole range. |
optkernel |
Kernel (aka correlation function) for the underlying Gaussian Process. This parameter should be a list that specifies the type of correlation function along with the smoothness parameter. Popular choices are square exponential (default) or matern 5/2 |
The test accuracy and a list of Bayesian Optimization result is returned:
Best_Par
a named vector of the best hyperparameter set found
Best_Value
the value of metrics achieved by the best hyperparameter set
History
a data.table
of the bayesian optimization history
Pred
a data.table
with validation/cross-validation prediction for each round of bayesian optimization history
1 2 3 4 5 6 7 8 9 10 | library(MlBayesOpt)
set.seed(71)
res0 <- svm_opt(train_data = iris_train,
train_label = Species,
test_data = iris_test,
test_label = Species,
svm_kernel = "polynomial",
init_points = 10,
n_iter = 1)
|
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