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I'm using svm light: http://svmlight.joachims.org/ I'm doing grid search for parameter tuning. I would test the polynomial and the sigmoid kernel. I would know a possible range values for parameters s and r (corrispondent parameter c in poly/sigmoid kernel) in sigmoid and polynomial kernel. Where:

  • Polynomial kernel: (s a*b+c)^d
  • Sigmoid kernel: tanh(s a*b + c)

Furthemore the range values of parameter d (the degree of polynomial kernel) which is? (I think from 2 to 5)

(If it's important my data are strings of a deterministic automata)

Thanks in advance

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  • $\begingroup$ One of the problems with sigmoid kernels is that they're only conditionally PSD: an easy way to set the range of values to consider is to work out the values for which it is PSD. Moreover, there's some evidence that the sigmoid kernel is not better than the RBF kernel in general. csie.ntu.edu.tw/~cjlin/papers/tanh.pdf $\endgroup$ – Sycorax Jun 22 '17 at 15:29
  • $\begingroup$ @Sycorax Thanks. I already implemented for my problem the gaussian kernel. Now I would investigate the others kernels. I read quickly the paper. Thus, it rests the question: Which is a good range values for parameters in polynomial kernel? $\endgroup$ – Umbert Jun 22 '17 at 16:20

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