In mathematical sense you need to set: SVC(kernel=”linear”, **kwargs) # by default it uses RBF kernel and LinearSVC(loss=”hinge”, **kwargs) # by default it uses squared hinge loss Another element, which cannot be easily fixed is increasing intercept_scaling in LinearSVC, as in this implementation bias is regularized (which is not true in SVC nor should be … Read more
Mainly there are two reasons we do cross-validation: as a testing method which gives us a nearly unbiased estimate of the generalization power of our model (by avoiding overfitting) as a way of model selection (eg: find the best C and gamma parameters over the training data, see this post for an example) For the … Read more
You seem to already have figured out the problem… According to the README file included in the MATLAB package: To use precomputed kernel, you must include sample serial number as the first column of the training and testing data. Let me illustrate with an example: %# read dataset [dataClass, data] = libsvmread(‘./heart_scale’); %# split into … Read more
e1071 is off the shelf: install.packages(“e1071”) library(e1071) read.matrix.csr(…) write.matrix.csr(…) Note: it is implemented in R, not in C, so it is dog-slow. It even have a special vignette Support Vector Machines—the Interface to libsvm in package e1071. r.vw is bundled with vowpal_wabbit Note: it is implemented in R, not in C, so it is dog-slow.
The -v option here is really meant to be used as a way to avoid the overfitting problem (instead of using the whole data for training, perform an N-fold cross-validation training on N-1 folds and testing on the remaining fold, one at-a-time, then report the average accuracy). Thus it only returns the cross-validation accuracy (assuming … Read more
According to the official libsvm documentation (Section 7): LIBSVM implements the “one-against-one” approach for multi-class classification. If k is the number of classes, then k(k-1)/2 classifiers are constructed and each one trains data from two classes. In classification we use a voting strategy: each binary classification is considered to be a voting where votes can … Read more