R help - Aug 2012 - sum predictions by hand

Hi,

If I do a standard svm regression with e1071

x <- seq(0.1, 5, by = 0.05)
y <- log(x) + rnorm(x, sd = 0.2)
m   <- svm(x, y)

we can do predict(m,x) to get the fitted values. But what if I wan tho get them
by hand?

Seem to me like it should be 

w = t(m$coefs)%*%m$SV
x.scaled = scale(x, m$x.scale[[1]], m$x.scale[[2]])
t(w %*% t(as.matrix(x.scaled))) - m$rho but this is wrong

If i get this right what the answer should be is

f(x) = w%*%phi(x)+b but the question is what exactly is phi (by default) and how
do you do this if you cannot get phi in
closer form (rbf kernel?). It seems like the answer would lie with the dual
representation of the above, i think it is

f(x) = sum_{support vectors}{(a_i-a*^{*}_{i})K(x_{i},x)}+b but how do you get
the a variables everything else. An actual formula would be greatly appreciated!

Thanks!

-Andrei
	[[alternative HTML version deleted]]

On Thu, Aug 16, 2012 at 12:05 AM, Andrei Arsene Simion
<andrei.arsene.simion at gmail.com> wrote:
> Hi,
>
> If I do a standard svm regression with e1071
>
> x <- seq(0.1, 5, by = 0.05)
> y <- log(x) + rnorm(x, sd = 0.2)
> m   <- svm(x, y)
>
> we can do predict(m,x) to get the fitted values. But what if I wan tho get
them by hand?
>
> Seem to me like it should be
>
> w = t(m$coefs)%*%m$SV
> x.scaled = scale(x, m$x.scale[[1]], m$x.scale[[2]])
> t(w %*% t(as.matrix(x.scaled))) - m$rho but this is wrong
>
> If i get this right what the answer should be is
>
> f(x) = w%*%phi(x)+b but the question is what exactly is phi (by default)
and how do you do this if you cannot get phi in
> closer form (rbf kernel?). It seems like the answer would lie with the dual
representation of the above, i think it is
>
> f(x) = sum_{support vectors}{(a_i-a*^{*}_{i})K(x_{i},x)}+b but how do you
get the a variables everything else. An actual formula would be greatly
appreciated!
I'll do you one better:

getAnywhere(predict.svm)

Though you might need to follow that down into the C code. Look into
the /src/ directory of the package sources (not a binary) available
from CRAN: http://cran.r-project.org/package=e1071

Huzzah for Open Source!

Cheers,
Michael
>
> Thanks!
>
> -Andrei
>         [[alternative HTML version deleted]]
>
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