1.下载及安装
libsvm3.1下载:http://download.csdn.net/detail/chlele0105/6631687
里面包含了libsvm和参数寻优算法,GA,GridSearch,PSO等
安装:http://www.matlabsky.com/thread-11925-1-1.html
2. 学习教程:Learn SVM Step by Step :http://www.matlabsky.com/thread-18457-1-1.html
3.参数说明:
详细说明可以参考:http://pan.baidu.com/share/home?uk=875657448#category/type=0
下面简单介绍各个参数:
English:
libsvm_options:
-s svm_type : set type of SVM (default 0)
0 -- C-SVC
1 -- nu-SVC
2 -- one-class SVM
3 -- epsilon-SVR
4 -- nu-SVR
关于各种模型优化函数,请参考:http://pan.baidu.com/share/home?uk=875657448#category/type=0
-t kernel_type : set type of kernel function (default 2)
0 -- linear: u'*v
1 -- polynomial: (gamma*u'*v + coef0)^degree
2 -- radial basis function: exp(-gamma*|u-v|^2)
3 -- sigmoid: tanh(gamma*u'*v + coef0)
4 -- precomputed kernel (kernel values in training_instance_matrix指定核矩阵)
-d degree : set degree in kernel function (default 3)
-g gamma : set gamma in kernel function (default 1/num_feature)
-r coef0 : set coef0 in kernel function (default 0)
-c cost : set the parameter C of C-SVC, epsilon-SVR, and nu-SVR (default 1)
-n nu : set the parameter nu of nu-SVC, one-class SVM, and nu-SVR (default
0.5)
-p epsilon : set the epsilon in loss function of epsilon-SVR (default 0.1)
-m cachesize : set cache memory size in MB (default 100)
-e epsilon : set tolerance of termination criterion (default 0.001)
-h shrinking: whether to use the shrinking heuristics, 0 or 1 (default 1)
-b probability_estimates: whether to train a SVC or SVR model for
probability estimates, 0 or 1 (default 0)
-wi weight: set the parameter C of class i to weight*C, for C-SVC (default 1)
注意:wi只能在模型C-SVC中使用。假设有两类样本,类别标签为1、-1,标签卫1的样本较少,则
model=svmtrain(label,data,'c 1 -w1 2 -w-1 0.5')
-标签为1的样本的惩罚参数是1*2=2
-标签卫-1的样本的惩罚参数是1*0.5=0.5
-v n: n-fold cross validation mode