理解SVM的各个参数是什么

SVM Types

分类
C_SVC=100:
C-Support Vector Classification. n-class classification (n ≥ \geq 2), allows imperfect separation of classes with penalty multiplier C for outliers.

NU_SVC=101:
ν \nu ν-Support Vector Classification. n-class classification with possible imperfect separation. Parameter ν \nu ν (in the range 0…1, the larger the value, the smoother the decision boundary) is used instead of C.

单类界限
ONE_CLASS=102:
Distribution Estimation (One-class %SVM). All the training data are from the same class, %SVM builds a boundary that separates the class from the rest of the feature space.

回归
EPS_SVR=103:
ϵ \epsilon ϵ-Support Vector Regression. The distance between feature vectors from the training set and the fitting hyper-plane must be less than p. For outliers the penalty multiplier C is used.

NU_SVR=104:
ν \nu ν-Support Vector Regression. ν \nu ν is used instead of p.

SVM KernelType

CUSTOM=-1:
Returned by SVM::getKernelType in case when custom kernel has been set

LINEAR=0:
Linear kernel. No mapping is done, linear discrimination (or regression) is done in the original feature space. It is the fastest option. K ( x i , x j ) = x i T x j K(x_i, x_j) = x_i^T x_j K(xi,xj)=xiTxj.

POLY=1:
Polynomial kernel: K ( x i , x j ) = ( γ x i T x j + c o e f 0 ) d e g r e e , γ > 0 K(x_i, x_j) = (\gamma x_i^T x_j + coef0)^{degree}, \gamma > 0 K(xi,xj)=(γxiTxj+coef0)degree,γ>0.

RBF=2:
Radial basis function (RBF), a good choice in most cases. K ( x i , x j ) = e − γ ∣ ∣ x i − x j ∣ ∣ 2 , γ > 0 K(x_i, x_j) = e^{-\gamma ||x_i - x_j||^2}, \gamma > 0 K(xi,xj)=eγxixj2,γ>0.

SIGMOID=3:
Sigmoid kernel: K ( x i , x j ) = tanh ⁡ ( γ x i T x j + c o e f 0 ) K(x_i, x_j) = \tanh(\gamma x_i^T x_j + coef0) K(xi,xj)=tanh(γxiTxj+coef0).

CHI2=4:
Exponential Chi2 kernel, similar to the RBF kernel: K ( x i , x j ) = e − γ χ 2 ( x i , x j ) , χ 2 ( x i , x j ) = ( x i − x j ) 2 / ( x i + x j ) , γ > 0 K(x_i, x_j) = e^{-\gamma \chi^2(x_i,x_j)}, \chi^2(x_i,x_j) = (x_i-x_j)^2/(x_i+x_j), \gamma > 0 K(xi,xj)=eγχ2(xi,xj),χ2(xi,xj)=(xixj)2/(xi+xj),γ>0.

INTER=5:
Histogram intersection kernel. A fast kernel. K ( x i , x j ) = m i n ( x i , x j ) K(x_i, x_j) = min(x_i,x_j) K(xi,xj)=min(xi,xj).

SVM ParamTypes

KernelType参数:

  • GAMMA=1,
  • COEF=4,
  • DEGREE=5

SVM Types参数:

  • C=0: 取值为 ( 0 , + ∞ ) (0,+\infty) (0,+)?,数值越大,软间隔越小
  • P=2, 取值为 ( 0 , 1 ) (0,1) (0,1)?,数值越大,软间隔越大
  • NU=3: 取值为 ( 0 , 1 ) (0,1) (0,1),数值越大,软间隔越大

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