"Estimate performance of SVM for regression"

noah977noah977 Member Posts: 32 Maven
edited May 2019 in Help
Hi,

I am building some model files using SVM for REGRESSION (nu-SVR)

I can't seem to find a way to see a performance estimate from this task.  Either when training the SVM or using the model file.

I tried the "performance" operator, but it gives me errors.

Any ideas?

Answers

  • earmijoearmijo Member Posts: 270 Unicorn
    Go thru the following steps:

    1) Read your data
    2) Learn the model  (check the keep the example set)
    3) Apply the model
    4) Regression performance operator

    Here's a modification of the SupportVectorMachine.xml file that you can find in the samples (under Learners)
    <operator name="Root" class="Process" expanded="yes">
        <description text="For many learning tasks, Support Vector Machines are among the best suited learning schemes.They adapt the idea of structural risk minimization and allows for non-linear generalizations with help of kernel functions."/>
        <operator name="ExampleSource" class="ExampleSource">
            <parameter key="attributes" value="../data/polynomial.aml"/>
        </operator>
        <operator name="JMySVMLearner" class="JMySVMLearner">
            <parameter key="keep_example_set" value="true"/>
            <parameter key="kernel_degree" value="3"/>
            <parameter key="kernel_type" value="polynomial"/>
        </operator>
        <operator name="ModelApplier" class="ModelApplier">
        </operator>
        <operator name="RegressionPerformance" class="RegressionPerformance">
            <parameter key="root_mean_squared_error" value="true"/>
        </operator>
    </operator>
  • TobiasMalbrechtTobiasMalbrecht Moderator, Employee, Member Posts: 294 RM Product Management
    Hi,

    please note that the solution earmijo gave calculates only the training error. To get a robust and general performance value you should use a cross validation instead.

    Regards,
    Tobias
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