I am having trouble determining what kernel I should use in a non-linear SVM without testing in advance. I want to know if there are any other ways to determine the best kernel without tests? How does it relate to the data?

  • $\begingroup$ What do people in your domain usually do? You might want to try to use the same kernel as a starting point; same with C and sigma/gamma values. $\endgroup$ – GuillaumeL Jan 27 at 19:45

Do your analysis with several different kernels. Make sure you cross-validate. Choose the kernel that performs the best during cross-validation and fit it to your whole dataset.

/edit: Here is some example code in R, for a classification SVM:

#Use a support vector machine to predict iris species

#Choose x and y
x <- iris[,c("Sepal.Length","Sepal.Width","Petal.Length","Petal.Width")]
y <- iris$Species

#Pre-Compute CV folds so we can use the same ones for all models
CV_Folds <- createMultiFolds(y, k = 10, times = 5)

#Fit a Linear SVM
L_model <- train(x,y,method="svmLinear",tuneLength=5,

#Fit a Poly SVM
P_model <- train(x,y,method="svmPoly",tuneLength=5,

#Fit a Radial SVM
R_model <- train(x,y,method="svmRadial",tuneLength=5,

#Compare 3 models:
resamps <- resamples(list(Linear = L_model, Poly = P_model, Radial = R_model))
bwplot(resamps, metric = "Accuracy")
densityplot(resamps, metric = "Accuracy")

#Test a model's predictive accuracy Using Area under the ROC curve
#Ideally, this should be done with a SEPERATE test set
pSpecies <- predict(L_model,x,type='prob')
  • $\begingroup$ Is the cross validation giving me the best frontier fitting my dataset ? I mean there not different parameters to decide the best kernels ? $\endgroup$ – 404Dreamer_ML May 9 '11 at 14:26
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    $\begingroup$ Each will also need some tuning to select the best parameters for that kernel. This tuning should also be done via cross-validation, WITHIN the overall cross-validation. SVMs are tricky. $\endgroup$ – Zach May 9 '11 at 15:30
  • $\begingroup$ Thx :) Very Helpful $\endgroup$ – 404Dreamer_ML May 9 '11 at 15:39
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    $\begingroup$ @404Dreamer_ML I added some example code. There are other, better ways to do this (i.e. use a separate test set to compare your models after you've fit them, or better yet cross-validation), but this code will at least give you a framework to work from. $\endgroup$ – Zach May 9 '11 at 15:57
  • $\begingroup$ For your linear SVM model, the tuneLength parameter is redundant, the default for caret is always to use a cost parameter of 1 no matter what tuneLength. L_model <- train(x,y,method="svmLinear",tuneLength=5, trControl=trainControl(method='repeatedCV',index=CV_Folds)) To vary the C parameter you need to define a tuneGrid. See: github.com/topepo/caret/issues/636 $\endgroup$ – samleighton87 Oct 15 '17 at 19:13

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