R help - Dec 2007 - (package e1071) SVM tune for best parameters: why they are different everytime i run?

Hi,

I run the following tuning function for svm. It's very strange that every
time i run this function, the best.parameters give different values.

[A]
>svm.tune <- tune(svm, train.x, train.y,
                    validation.x=train.x, validation.y=train.y,

                 ranges = list(gamma = 2^(-1:2),

                 cost = 2^(-3:2)))



# where train.x and train.y are matrix specified.



# output command:


>svm.tune$best.parameters$cost
>svm.tune$best.parameters$gamma


result:

 cost gamma
 0.25  4.00



run A again:

 cost gamma
    1     4



again:

  cost gamma
 0.25  4.00



The result is so unstable, if it varies so much, why do we need to tune? Do
you know if this behavior is normal? Can we trust the best.parameters for
prediction?



Thank you so much to help out!!



Best Regards,

Maggie

	[[alternative HTML version deleted]]

Maggie Wang wrote:
> Hi,
> 
> I run the following tuning function for svm. It's very strange that
every
> time i run this function, the best.parameters give different values.
> 
> [A]
> 
>> svm.tune <- tune(svm, train.x, train.y,
> 
>                     validation.x=train.x, validation.y=train.y,
> 
>                  ranges = list(gamma = 2^(-1:2),
> 
>                  cost = 2^(-3:2)))
> 
> 
> 
> # where train.x and train.y are matrix specified.
> 
> 
> 
> # output command:
> 
> 
> 
>> svm.tune$best.parameters$cost
> 
>> svm.tune$best.parameters$gamma
> 
> 
> 
> result:
> 
>  cost gamma
>  0.25  4.00
> 
> 
> 
> run A again:
> 
>  cost gamma
>     1     4
> 
> 
> 
> again:
> 
>   cost gamma
>  0.25  4.00
> 
> 
> 
> The result is so unstable, if it varies so much, why do we need to tune? Do
> you know if this behavior is normal? Can we trust the best.parameters for
> prediction?
I guess you do not have really many observations in your dataset. Then 
it highly depends ion the cross validation sets which parameter is best. 
And therefore you get quite different results.

Uwe Ligges


> 
> 
> Thank you so much to help out!!
> 
> 
> 
> Best Regards,
> 
> Maggie
> 
> 	[[alternative HTML version deleted]]
> 
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