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76625
2013 Jan 15
0
e1071 SVM, cross-validation and overfitting
I am accustomed to the LIBSVM package, which provides cross-validation
on training with the -v option
% svm-train -v 5 ...
This does 5 fold cross validation while building the model and avoids
over-fitting.
But I don't see how to accomplish that in the e1071 package. (I
learned that svm(... cross=5 ...) only _tests_ using cross-validation
-- it doesn't affect the training.) Can