RapidMiner

RapidMiner

[SOLVED] Select Hyperparameters of SVM in cross-validation?

Contributor II

[SOLVED] Select Hyperparameters of SVM in cross-validation?

Hi,

I want to clarify one thing about what rapidminer exactly is doing. When I put a SVM module inside cross-validation (e.g. 10-fold), will the SVM algoirithm optimize the hyperparameters (e.g. C) based on cross-validation result?

If so, what about if I don't have validation, and basically just give data to SVM module, how does rapidminer get the hyperparameters value?

Thanks,
Johnny

2 REPLIES
Regular Contributor

Re: Select Hyperparameters of SVM in cross-validation?

Cross Validation (CV) does not optimize at all. Doing a 10-fold or 5-fold CV ensures only to get performance parameters you can trust.
If you want to optimize e.g. "C" you have to put the CV into the "Optimize Parameters" Operator that performs a training/validating with
all selected values of C. Take a look into the example process delivered together with the operators help.
Contributor II

Re: Select Hyperparameters of SVM in cross-validation?

Got it, thanks!