matlab grid search,基于GridSearch的svm参数寻优

function [bestacc,bestc,bestg] = SVMcgForClass(train_label,train,cmin,cmax,gmin,gmax,v,cstep,gstep,accstep)

%SVMcg cross validation by faruto

%%

% by faruto

%Email:patrick.lee@foxmail.com QQ:516667408 http://blog.sina.com.cn/faruto BNU

%last modified 2010.01.17

%% 若转载请注明：

% faruto and liyang , LIBSVM-farutoUltimateVersion

% a toolbox with implements for support vector machines based on libsvm, 2009.

%

% Chih-Chung Chang and Chih-Jen Lin, LIBSVM : a library for

% support vector machines, 2001. Software available at

% http://www.csie.ntu.edu.tw/~cjlin/libsvm

%% about the parameters of SVMcg

if nargin < 10

accstep = 4.5;

end

if nargin < 8

cstep = 0.8;

gstep = 0.8;

end

if nargin < 7

v = 5;

end

if nargin < 5

gmax = 8;

gmin = -8;

end

if nargin < 3

cmax = 8;

cmin = -8;

end

%% X:c Y:g cg:CVaccuracy

[X,Y] = meshgrid(cmin:cstep:cmax,gmin:gstep:gmax);

[m,n] = size(X);

cg = zeros(m,n);

eps = 10^(-4);

%% record acc with different c & g,and find the bestacc with the smallest c

bestc = 1;

bestg = 0.1;

bestacc = 0;

basenum = 2;

for i = 1:m

for j = 1:n

cmd = ['-v ',num2str(v),' -c ',num2str( basenum^X(i,j) ),' -g ',num2str( basenum^Y(i,j) )];

cg(i,j) = svmtrain(train_label, train, cmd);

if cg(i,j) <= 55

continue;

end

if cg(i,j) > bestacc

bestacc = cg(i,j);

bestc = basenum^X(i,j);

bestg = basenum^Y(i,j);

end

if abs( cg(i,j)-bestacc )<=eps && bestc > basenum^X(i,j)

bestacc = cg(i,j);

bestc = basenum^X(i,j);

bestg = basenum^Y(i,j);

end

end

end

%% to draw the acc with different c & g

figure;

[C,h] = contour(X,Y,cg,70:accstep:100);

clabel(C,h,'Color','r');

xlabel('log2c','FontSize',12);

ylabel('log2g','FontSize',12);

firstline = 'SVC参数选择结果图(等高线图)[GridSearchMethod]';

secondline = ['Best c=',num2str(bestc),' g=',num2str(bestg), ...

' CVAccuracy=',num2str(bestacc),'%'];

title({firstline;secondline},'Fontsize',12);

grid on;

figure;

meshc(X,Y,cg);

% mesh(X,Y,cg);

% surf(X,Y,cg);

axis([cmin,cmax,gmin,gmax,30,100]);

xlabel('log2c','FontSize',12);

ylabel('log2g','FontSize',12);

zlabel('Accuracy(%)','FontSize',12);

firstline = 'SVC参数选择结果图(3D视图)[GridSearchMethod]';

secondline = ['Best c=',num2str(bestc),' g=',num2str(bestg), ...

' CVAccuracy=',num2str(bestacc),'%'];

title({firstline;secondline},'Fontsize',12);