StanfordMLOctave/machine-learning-ex6/ex6/dataset3Params.m

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1.7 KiB
Matlab

function [C, sigma] = dataset3Params(X, y, Xval, yval)
%DATASET3PARAMS returns your choice of C and sigma for Part 3 of the exercise
%where you select the optimal (C, sigma) learning parameters to use for SVM
%with RBF kernel
% [C, sigma] = DATASET3PARAMS(X, y, Xval, yval) returns your choice of C and
% sigma. You should complete this function to return the optimal C and
% sigma based on a cross-validation set.
%
% You need to return the following variables correctly.
C = 1;
sigma = 1;
% ====================== YOUR CODE HERE ======================
% Instructions: Fill in this function to return the optimal C and sigma
% learning parameters found using the cross validation set.
% You can use svmPredict to predict the labels on the cross
% validation set. For example,
% predictions = svmPredict(model, Xval);
% will return the predictions on the cross validation set.
%
% Note: You can compute the prediction error using
% mean(double(predictions ~= yval))
%
% Code to find better C and sigma
sampleVec = [.01 .03 .1 .3 1 3 10 30];
model= svmTrain(X, y, C, @(x1, x2) gaussianKernel(x1, x2, sigma));
predictions = svmPredict(model,Xval);
error = mean(double(predictions ~= yval));
for i = 1:8
for j = 1:8
tempC = sampleVec(i);
tempSigma = sampleVec(j);
tempModel= svmTrain(X, y, tempC, @(x1, x2) gaussianKernel(x1, x2, tempSigma));
tempPredictions = svmPredict(tempModel,Xval);
tempError = mean(double(tempPredictions ~= yval));
if tempError < error
error = tempError;
C = tempC;
sigma = tempSigma;
endif
endfor
endfor
C
sigma
% =========================================================================
end