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JmySVMLearner C parameter question

niccolo_camarliniccolo_camarli Member Posts: 3 Contributor I
edited November 2018 in Help
Dear all,

I'm trying to use JmySVMLearner, but i have question that i'm not able to answer by myself.

One of the parameters of this operator is C, what happens  if i select a C value= 0.0 ?does the algorithm  switch to the linear separable case of the SVM (no constraint for the Langrange Multipliers) ?

Tank You in advance for your help

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    fischerfischer Member Posts: 439 Maven
    Hi,

    see the mySVM documentation:

    C: the SVM complexity constant. If not set, 1/avg(K(x,x)) is used.

    Here, 0 means "not set" :-)

    If you set the log level in the process root operator low enough, the SVM will log the value that is actually used.

    Cheers,
    Simon
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    niccolo_camarliniccolo_camarli Member Posts: 3 Contributor I
    Thank you very much!!
    But  where  this 1/avg(K(x,x)) comes from?
    I found this value also on the website of Stefan Rüping (Mysvm ) and also on SVMlight website, could you give me some reference that explains  the reason of this C guess? 

    Tank You
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    fischerfischer Member Posts: 439 Maven
    Hi,

    have a look at the references below. Thinking about it, it occurs to me that the formula I copied from the mySVM documentation may be wrong. Please have a look at the literature to be sure.

    Cheers,
    Simon

    http://www-stat.stanford.edu/~tibs/ElemStatLearn/

    Hastie, T., Rosset, S., Tibshirani, R. and Zhu, J. (2004). The entire regularization
    path for the support vector machine, Journal of Machine
    Learning Research 5: 1391-1415.
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