details_svm_rbf_kernlab | R Documentation |
kernlab::ksvm()
fits a support vector machine model. For classification,
the model tries to maximize the width of the margin between classes.
For regression, the model optimizes a robust loss function that is only
affected by very large model residuals.
For this engine, there are multiple modes: classification and regression
This model has 3 tuning parameters:
cost
: Cost (type: double, default: 1.0)
rbf_sigma
: Radial Basis Function sigma (type: double, default: see
below)
margin
: Insensitivity Margin (type: double, default: 0.1)
There is no default for the radial basis function kernel parameter.
kernlab estimates it from the data using a heuristic method. See
kernlab::sigest()
. This method uses random
numbers so, without setting the seed before fitting, the model will not
be reproducible.
svm_rbf( cost = double(1), rbf_sigma = double(1), margin = double(1) ) %>% set_engine("kernlab") %>% set_mode("regression") %>% translate()
## Radial Basis Function Support Vector Machine Model Specification (regression) ## ## Main Arguments: ## cost = double(1) ## rbf_sigma = double(1) ## margin = double(1) ## ## Computational engine: kernlab ## ## Model fit template: ## kernlab::ksvm(x = missing_arg(), data = missing_arg(), C = double(1), ## epsilon = double(1), kernel = "rbfdot", kpar = list(sigma = ~double(1)))
svm_rbf( cost = double(1), rbf_sigma = double(1) ) %>% set_engine("kernlab") %>% set_mode("classification") %>% translate()
## Radial Basis Function Support Vector Machine Model Specification (classification) ## ## Main Arguments: ## cost = double(1) ## rbf_sigma = double(1) ## ## Computational engine: kernlab ## ## Model fit template: ## kernlab::ksvm(x = missing_arg(), data = missing_arg(), C = double(1), ## kernel = "rbfdot", prob.model = TRUE, kpar = list(sigma = ~double(1)))
The margin
parameter does not apply to classification models.
Note that the "kernlab"
engine does not naturally estimate class
probabilities. To produce them, the decision values of the model are
converted to probabilities using Platt scaling. This method fits an
additional model on top of the SVM model. When fitting the Platt scaling
model, random numbers are used that are not reproducible or controlled
by R’s random number stream.
Factor/categorical predictors need to be converted to numeric values
(e.g., dummy or indicator variables) for this engine. When using the
formula method via fit()
, parsnip will
convert factor columns to indicators.
Predictors should have the same scale. One way to achieve this is to center and scale each so that each predictor has mean zero and a variance of one.
The underlying model implementation does not allow for case weights.
This model object contains data that are not required to make predictions. When saving the model for the purpose of prediction, the size of the saved object might be substantially reduced by using functions from the butcher package.
The “Fitting and Predicting with parsnip” article contains
examples
for svm_rbf()
with the "kernlab"
engine.
Lin, HT, and R Weng. “A Note on Platt’s Probabilistic Outputs for Support Vector Machines”
Karatzoglou, A, Smola, A, Hornik, K, and A Zeileis. 2004. “kernlab - An S4 Package for Kernel Methods in R.”, Journal of Statistical Software.
Kuhn, M, and K Johnson. 2013. Applied Predictive Modeling. Springer.
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