probsvm: Main function that provides models for multiclass conditional...

Description Usage Arguments Value Author(s) References See Also Examples

Description

The function uses x and y to build a multiclass prediction model. The multiclass method can be either one-versus-one (ovo), or one-versus-rest (ovr, default). The probability estimation method for a binary classifier is proposed in Wang et al. (2008), and then we use the method proposed in Wu et al. (2004) to combine the results from binary classifiers in the ovo method. For the ovr method, we rescale those binary probabilities for multiclass problems. The function automatically chooses the best penalty parameter via 5-fold (default) Cross Validations (CV). Linear kernel, polynomial kernel and radial(Gaussian) kernel are available. A solution path is provided by Shin et al. (2012), which boosts the computational speed.

Usage

1
2
3
4
probsvm(x, y, fold=5, 
kernel=c("linear","polynomial","radial"), 
kparam=NULL, Inum=20, type="ovr", 
lambdas=2^(-10:10))

Arguments

x

The x matrix/data.frame for the training dataset. Columns represent the covariates, and rows represent the instances. There should be no NA/NaN values in x.

y

The labels for the training dataset.

fold

Number of folds in CV. Default 5.

kernel

Type of kernel used for learning. kernel="linear" for linear kernel (default), kernel="polynomial" for polynomial kernel, and kernel="radial" for radial(gaussian) kernel.

kparam

The parameter for the kernel. For linear kernel, this argument is not needed. In polynomial kernel, it represents the degree of the polynomials, and in radial(gaussian) kernel, it represents the usual sigma value.

Inum

Number of knots on [0,1] to estimate the class conditional probability. The larger Inum is, the more accurate the final result is, yet the more time it takes to compute. Default 20.

type

The type of multiclass method. The option ovo is for the one-versus-one method, and ovr is for the one-versus-rest method (default).

lambdas

The user-specified lambda value vector. Each element should be positive. Default 2^(-10:10).

Value

All arguments

All arguments are returned.

lambdas

The lambda values used for selecting the best model. Sorted in an increasing order.

best.lambda

The best lambda values selected from CV. Used for model prediction.

call

The call of probsvm.

Author(s)

Chong Zhang, Seung Jun Shin, Junhui Wang, Yichao Wu, Hao Helen Zhang, and Yufeng Liu

References

Shin, S.J., Y. Wu, and H.H. Zhang (2012). Two-Dimensional Solution Surface for Weighted Support Vector Machines, Journal of Computational and Graphical Statistics, in press.

Wang, J., X. Shen, and Y. Liu (2008). Probability estimation for large margin classifiers. Biometrika 95(1), 149-167.

Wu, T.-F., C.-J. Lin, and R. C. Weng (2004). Probability estimates for multi-class classification by pairwise coupling. Journal of Machine Learning Research 5, 975-1005.

See Also

predict.probsvm

Examples

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
# iris data #

data(iris)

iris.x=iris[c(1:20,51:70,101:120),-5]  
 
iris.y=iris[c(1:20,51:70,101:120),5]

iris.test=iris[c(21:50,71:100,121:150),-5]  
 
a = probsvm(iris.x,iris.y,type="ovo",
	Inum=10,fold=2,lambdas=2^seq(-10,10,by=3))
predict(a, iris.test)

Example output

Loading required package: kernlab
$object
$x
    Sepal.Length Sepal.Width Petal.Length Petal.Width
1            5.1         3.5          1.4         0.2
2            4.9         3.0          1.4         0.2
3            4.7         3.2          1.3         0.2
4            4.6         3.1          1.5         0.2
5            5.0         3.6          1.4         0.2
6            5.4         3.9          1.7         0.4
7            4.6         3.4          1.4         0.3
8            5.0         3.4          1.5         0.2
9            4.4         2.9          1.4         0.2
10           4.9         3.1          1.5         0.1
11           5.4         3.7          1.5         0.2
12           4.8         3.4          1.6         0.2
13           4.8         3.0          1.4         0.1
14           4.3         3.0          1.1         0.1
15           5.8         4.0          1.2         0.2
16           5.7         4.4          1.5         0.4
17           5.4         3.9          1.3         0.4
18           5.1         3.5          1.4         0.3
19           5.7         3.8          1.7         0.3
20           5.1         3.8          1.5         0.3
51           7.0         3.2          4.7         1.4
52           6.4         3.2          4.5         1.5
53           6.9         3.1          4.9         1.5
54           5.5         2.3          4.0         1.3
55           6.5         2.8          4.6         1.5
56           5.7         2.8          4.5         1.3
57           6.3         3.3          4.7         1.6
58           4.9         2.4          3.3         1.0
59           6.6         2.9          4.6         1.3
60           5.2         2.7          3.9         1.4
61           5.0         2.0          3.5         1.0
62           5.9         3.0          4.2         1.5
63           6.0         2.2          4.0         1.0
64           6.1         2.9          4.7         1.4
65           5.6         2.9          3.6         1.3
66           6.7         3.1          4.4         1.4
67           5.6         3.0          4.5         1.5
68           5.8         2.7          4.1         1.0
69           6.2         2.2          4.5         1.5
70           5.6         2.5          3.9         1.1
101          6.3         3.3          6.0         2.5
102          5.8         2.7          5.1         1.9
103          7.1         3.0          5.9         2.1
104          6.3         2.9          5.6         1.8
105          6.5         3.0          5.8         2.2
106          7.6         3.0          6.6         2.1
107          4.9         2.5          4.5         1.7
108          7.3         2.9          6.3         1.8
109          6.7         2.5          5.8         1.8
110          7.2         3.6          6.1         2.5
111          6.5         3.2          5.1         2.0
112          6.4         2.7          5.3         1.9
113          6.8         3.0          5.5         2.1
114          5.7         2.5          5.0         2.0
115          5.8         2.8          5.1         2.4
116          6.4         3.2          5.3         2.3
117          6.5         3.0          5.5         1.8
118          7.7         3.8          6.7         2.2
119          7.7         2.6          6.9         2.3
120          6.0         2.2          5.0         1.5

$y
 [1] setosa     setosa     setosa     setosa     setosa     setosa    
 [7] setosa     setosa     setosa     setosa     setosa     setosa    
[13] setosa     setosa     setosa     setosa     setosa     setosa    
[19] setosa     setosa     versicolor versicolor versicolor versicolor
[25] versicolor versicolor versicolor versicolor versicolor versicolor
[31] versicolor versicolor versicolor versicolor versicolor versicolor
[37] versicolor versicolor versicolor versicolor virginica  virginica 
[43] virginica  virginica  virginica  virginica  virginica  virginica 
[49] virginica  virginica  virginica  virginica  virginica  virginica 
[55] virginica  virginica  virginica  virginica  virginica  virginica 
Levels: setosa versicolor virginica

$fold
[1] 2

$kernel
[1] "linear"

$kparam
NULL

$Inum
[1] 10

$type
[1] "ovo"

$lambdas
[1] 9.765625e-04 7.812500e-03 6.250000e-02 5.000000e-01 4.000000e+00
[6] 3.200000e+01 2.560000e+02

$best.lambda
[1] 0.0000000000 0.0625000000 0.5000000000 0.0000000000 0.0000000000
[6] 0.0009765625 0.0000000000 0.0000000000 0.0000000000

$call
probsvm(x = iris.x, y = iris.y, fold = 2, Inum = 10, type = "ovo", 
    lambdas = 2^seq(-10, 10, by = 3))

attr(,"class")
[1] "probsvm"

$new.x
    Sepal.Length Sepal.Width Petal.Length Petal.Width
21           5.4         3.4          1.7         0.2
22           5.1         3.7          1.5         0.4
23           4.6         3.6          1.0         0.2
24           5.1         3.3          1.7         0.5
25           4.8         3.4          1.9         0.2
26           5.0         3.0          1.6         0.2
27           5.0         3.4          1.6         0.4
28           5.2         3.5          1.5         0.2
29           5.2         3.4          1.4         0.2
30           4.7         3.2          1.6         0.2
31           4.8         3.1          1.6         0.2
32           5.4         3.4          1.5         0.4
33           5.2         4.1          1.5         0.1
34           5.5         4.2          1.4         0.2
35           4.9         3.1          1.5         0.2
36           5.0         3.2          1.2         0.2
37           5.5         3.5          1.3         0.2
38           4.9         3.6          1.4         0.1
39           4.4         3.0          1.3         0.2
40           5.1         3.4          1.5         0.2
41           5.0         3.5          1.3         0.3
42           4.5         2.3          1.3         0.3
43           4.4         3.2          1.3         0.2
44           5.0         3.5          1.6         0.6
45           5.1         3.8          1.9         0.4
46           4.8         3.0          1.4         0.3
47           5.1         3.8          1.6         0.2
48           4.6         3.2          1.4         0.2
49           5.3         3.7          1.5         0.2
50           5.0         3.3          1.4         0.2
71           5.9         3.2          4.8         1.8
72           6.1         2.8          4.0         1.3
73           6.3         2.5          4.9         1.5
74           6.1         2.8          4.7         1.2
75           6.4         2.9          4.3         1.3
76           6.6         3.0          4.4         1.4
77           6.8         2.8          4.8         1.4
78           6.7         3.0          5.0         1.7
79           6.0         2.9          4.5         1.5
80           5.7         2.6          3.5         1.0
81           5.5         2.4          3.8         1.1
82           5.5         2.4          3.7         1.0
83           5.8         2.7          3.9         1.2
84           6.0         2.7          5.1         1.6
85           5.4         3.0          4.5         1.5
86           6.0         3.4          4.5         1.6
87           6.7         3.1          4.7         1.5
88           6.3         2.3          4.4         1.3
89           5.6         3.0          4.1         1.3
90           5.5         2.5          4.0         1.3
91           5.5         2.6          4.4         1.2
92           6.1         3.0          4.6         1.4
93           5.8         2.6          4.0         1.2
94           5.0         2.3          3.3         1.0
95           5.6         2.7          4.2         1.3
96           5.7         3.0          4.2         1.2
97           5.7         2.9          4.2         1.3
98           6.2         2.9          4.3         1.3
99           5.1         2.5          3.0         1.1
100          5.7         2.8          4.1         1.3
121          6.9         3.2          5.7         2.3
122          5.6         2.8          4.9         2.0
123          7.7         2.8          6.7         2.0
124          6.3         2.7          4.9         1.8
125          6.7         3.3          5.7         2.1
126          7.2         3.2          6.0         1.8
127          6.2         2.8          4.8         1.8
128          6.1         3.0          4.9         1.8
129          6.4         2.8          5.6         2.1
130          7.2         3.0          5.8         1.6
131          7.4         2.8          6.1         1.9
132          7.9         3.8          6.4         2.0
133          6.4         2.8          5.6         2.2
134          6.3         2.8          5.1         1.5
135          6.1         2.6          5.6         1.4
136          7.7         3.0          6.1         2.3
137          6.3         3.4          5.6         2.4
138          6.4         3.1          5.5         1.8
139          6.0         3.0          4.8         1.8
140          6.9         3.1          5.4         2.1
141          6.7         3.1          5.6         2.4
142          6.9         3.1          5.1         2.3
143          5.8         2.7          5.1         1.9
144          6.8         3.2          5.9         2.3
145          6.7         3.3          5.7         2.5
146          6.7         3.0          5.2         2.3
147          6.3         2.5          5.0         1.9
148          6.5         3.0          5.2         2.0
149          6.2         3.4          5.4         2.3
150          5.9         3.0          5.1         1.8

$pred.prob
          setosa versicolor  virginica
 [1,] 0.93011184 0.04619780 0.02369036
 [2,] 0.93011184 0.04619780 0.02369036
 [3,] 0.93011184 0.04619780 0.02369036
 [4,] 0.93011184 0.04619780 0.02369036
 [5,] 0.93011184 0.04619780 0.02369036
 [6,] 0.93011184 0.04619780 0.02369036
 [7,] 0.93011184 0.04619780 0.02369036
 [8,] 0.93011184 0.04619780 0.02369036
 [9,] 0.93011184 0.04619780 0.02369036
[10,] 0.93011184 0.04619780 0.02369036
[11,] 0.93011184 0.04619780 0.02369036
[12,] 0.93011184 0.04619780 0.02369036
[13,] 0.93011184 0.04619780 0.02369036
[14,] 0.93011184 0.04619780 0.02369036
[15,] 0.93011184 0.04619780 0.02369036
[16,] 0.93011184 0.04619780 0.02369036
[17,] 0.93011184 0.04619780 0.02369036
[18,] 0.93011184 0.04619780 0.02369036
[19,] 0.93011184 0.04619780 0.02369036
[20,] 0.93011184 0.04619780 0.02369036
[21,] 0.93011184 0.04619780 0.02369036
[22,] 0.93011184 0.04619780 0.02369036
[23,] 0.93011184 0.04619780 0.02369036
[24,] 0.93011184 0.04619780 0.02369036
[25,] 0.93011184 0.04619780 0.02369036
[26,] 0.93011184 0.04619780 0.02369036
[27,] 0.93011184 0.04619780 0.02369036
[28,] 0.93011184 0.04619780 0.02369036
[29,] 0.93011184 0.04619780 0.02369036
[30,] 0.93011184 0.04619780 0.02369036
[31,] 0.02352279 0.13462075 0.84185646
[32,] 0.02369111 0.93010494 0.04620395
[33,] 0.02354506 0.84184021 0.13461473
[34,] 0.02369111 0.93010494 0.04620395
[35,] 0.02369111 0.93010494 0.04620395
[36,] 0.02369111 0.93010494 0.04620395
[37,] 0.02369111 0.93010494 0.04620395
[38,] 0.02369111 0.93010494 0.04620395
[39,] 0.02369111 0.93010494 0.04620395
[40,] 0.02369111 0.93010494 0.04620395
[41,] 0.02369111 0.93010494 0.04620395
[42,] 0.02369111 0.93010494 0.04620395
[43,] 0.02369111 0.93010494 0.04620395
[44,] 0.02370091 0.04619651 0.93010258
[45,] 0.02369111 0.93010494 0.04620395
[46,] 0.02369111 0.93010494 0.04620395
[47,] 0.02369111 0.93010494 0.04620395
[48,] 0.02369111 0.93010494 0.04620395
[49,] 0.02369111 0.93010494 0.04620395
[50,] 0.02369111 0.93010494 0.04620395
[51,] 0.02369111 0.93010494 0.04620395
[52,] 0.02369111 0.93010494 0.04620395
[53,] 0.02369111 0.93010494 0.04620395
[54,] 0.04009379 0.91410804 0.04579816
[55,] 0.02369111 0.93010494 0.04620395
[56,] 0.02369111 0.93010494 0.04620395
[57,] 0.02369111 0.93010494 0.04620395
[58,] 0.02369111 0.93010494 0.04620395
[59,] 0.04724306 0.92484561 0.02791132
[60,] 0.02369111 0.93010494 0.04620395
[61,] 0.02370091 0.04619651 0.93010258
[62,] 0.02370091 0.04619651 0.93010258
[63,] 0.02370091 0.04619651 0.93010258
[64,] 0.02370091 0.04619651 0.93010258
[65,] 0.02370091 0.04619651 0.93010258
[66,] 0.02370091 0.04619651 0.93010258
[67,] 0.02352279 0.13462075 0.84185646
[68,] 0.02370091 0.04619651 0.93010258
[69,] 0.02370091 0.04619651 0.93010258
[70,] 0.02370091 0.04619651 0.93010258
[71,] 0.02370091 0.04619651 0.93010258
[72,] 0.02370091 0.04619651 0.93010258
[73,] 0.02370091 0.04619651 0.93010258
[74,] 0.02370091 0.04619651 0.93010258
[75,] 0.02370091 0.04619651 0.93010258
[76,] 0.02370091 0.04619651 0.93010258
[77,] 0.02370091 0.04619651 0.93010258
[78,] 0.02370091 0.04619651 0.93010258
[79,] 0.02352279 0.13462075 0.84185646
[80,] 0.02370091 0.04619651 0.93010258
[81,] 0.02370091 0.04619651 0.93010258
[82,] 0.02370091 0.04619651 0.93010258
[83,] 0.02370091 0.04619651 0.93010258
[84,] 0.02370091 0.04619651 0.93010258
[85,] 0.02370091 0.04619651 0.93010258
[86,] 0.02370091 0.04619651 0.93010258
[87,] 0.02370091 0.04619651 0.93010258
[88,] 0.02370091 0.04619651 0.93010258
[89,] 0.02370091 0.04619651 0.93010258
[90,] 0.02370091 0.04619651 0.93010258

$pred.y
 [1] "setosa"     "setosa"     "setosa"     "setosa"     "setosa"    
 [6] "setosa"     "setosa"     "setosa"     "setosa"     "setosa"    
[11] "setosa"     "setosa"     "setosa"     "setosa"     "setosa"    
[16] "setosa"     "setosa"     "setosa"     "setosa"     "setosa"    
[21] "setosa"     "setosa"     "setosa"     "setosa"     "setosa"    
[26] "setosa"     "setosa"     "setosa"     "setosa"     "setosa"    
[31] "virginica"  "versicolor" "versicolor" "versicolor" "versicolor"
[36] "versicolor" "versicolor" "versicolor" "versicolor" "versicolor"
[41] "versicolor" "versicolor" "versicolor" "virginica"  "versicolor"
[46] "versicolor" "versicolor" "versicolor" "versicolor" "versicolor"
[51] "versicolor" "versicolor" "versicolor" "versicolor" "versicolor"
[56] "versicolor" "versicolor" "versicolor" "versicolor" "versicolor"
[61] "virginica"  "virginica"  "virginica"  "virginica"  "virginica" 
[66] "virginica"  "virginica"  "virginica"  "virginica"  "virginica" 
[71] "virginica"  "virginica"  "virginica"  "virginica"  "virginica" 
[76] "virginica"  "virginica"  "virginica"  "virginica"  "virginica" 
[81] "virginica"  "virginica"  "virginica"  "virginica"  "virginica" 
[86] "virginica"  "virginica"  "virginica"  "virginica"  "virginica" 

probsvm documentation built on May 1, 2019, 10:56 p.m.

Related to probsvm in probsvm...