我正在使用SVM Rank,它具有多个参数,更改了我得到各种结果的人。是否有某种机制可以根据验证集上的最佳结果进行调整并获得最佳参数?
以下是不同的参数:
Learning Options:
-c float -> C: trade-off between training error
and margin (default 0.01)
-p [1,2] -> L-norm to use for slack variables. Use 1 for L1-norm,
use 2 for squared slacks. (default 1)
-o [1,2] -> Rescaling method to use for loss.
1: slack rescaling
2: margin rescaling
(default 2)
-l [0..] -> Loss function to use.
0: zero/one loss
?: see below in application specific options
(default 1)
Optimization Options (see [2][5]):
-w [0,..,9] -> choice of structural learning algorithm (default 3):
0: n-slack algorithm described in [2]
1: n-slack algorithm with shrinking heuristic
2: 1-slack algorithm (primal) described in [5]
3: 1-slack algorithm (dual) described in [5]
4: 1-slack algorithm (dual) with constraint cache [5]
9: custom algorithm in svm_struct_learn_custom.c
-e float -> epsilon: allow that tolerance for termination
criterion (default 0.001000)
-k [1..] -> number of new constraints to accumulate before
recomputing the QP solution (default 100)
(-w 0 and 1 only)
-f [5..] -> number of constraints to cache for each example
(default 5) (used with -w 4)
-b [1..100] -> percentage of training set for which to refresh cache
when no epsilon violated constraint can be constructed
from current cache (default 100%) (used with -w 4)
SVM-light Options for Solving QP Subproblems (see [3]):
-n [2..q] -> number of new variables entering the working set
in each svm-light iteration (default n = q).
Set n < q to prevent zig-zagging.
-m [5..] -> size of svm-light cache for kernel evaluations in MB
(default 40) (used only for -w 1 with kernels)
-h [5..] -> number of svm-light iterations a variable needs to be
optimal before considered for shrinking (default 100)
-# int -> terminate svm-light QP subproblem optimization, if no
progress after this number of iterations.
(default 100000)
Kernel Options:
-t int -> type of kernel function:
0: linear (default)
1: polynomial (s a*b+c)^d
2: radial basis function exp(-gamma ||a-b||^2)
3: sigmoid tanh(s a*b + c)
4: user defined kernel from kernel.h
-d int -> parameter d in polynomial kernel
-g float -> parameter gamma in rbf kernel
-s float -> parameter s in sigmoid/poly kernel
-r float -> parameter c in sigmoid/poly kernel
-u string -> parameter of user defined kernel
这就是所谓的网格搜索。我不知道您是否熟悉python和scikit-learn,但是无论哪种方式,我都认为它们的描述和示例非常好,并且与语言无关。
基本上,您可以为每个参数(或从中抽取随机样本的间隔,请参阅随机搜索)指定感兴趣的值,然后针对设置的每种组合,使用交叉验证(通常是k折交叉验证)来计算模型在这些设置下的表现。返回性能最佳的组合(scikit-learn实际上可以返回组合的排名)。
请注意,这可能需要很长时间。根据您的问题,您应该自己确定一些参数。例如,对于文本分类,您应该只选择线性核,对于您可能会想要的其他问题,rbf
等等。不要只是在网格搜索中投入所有精力,而是要使用算法知识来确定尽可能多的参数。和眼前的问题。
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