Displaying 2 results from an estimated 2 matches for "resubstitution".
Did you mean:
resubstituttion
2007 Sep 12
0
one-class SVM in kernlab
...tection)
parameter : nu = 0.05
Gaussian Radial Basis kernel function.
Hyperparameter : sigma = 0.1
Number of Support Vectors : 660
Objective Function Value : 10.5781
Training error : 0.212907
Cross validation error : 0
---
What surprises me is that the Training error (which I suppose is the
resubstitution error) is higher than the cross-validation error. Also,
even changing the value of sigma, the cross-validation error does not
change.
I get similar results with other datasets, too. For example
classifier <- ksvm(Species~.,data=iris[which(iris[,'Species']=='setosa'),],
type=&quo...
2010 Jun 29
1
Model validation and penalization with rms package
I?ve been using Frank Harrell?s rms package to do bootstrap model
validation. Is it the case that the optimum penalization may still
give a model which is substantially overfitted?
I calculated corrected R^2, optimism in R^2, and corrected slope for
various penalties for a simple example:
x1 <- rnorm(45)
x2 <- rnorm(45)
x3 <- rnorm(45)
y <- x1 + 2*x2 + rnorm(45,0,3)
ols0 <- ols(y