《matlab神经网络30个案例分析》 第13章的SVM参数优化用的是什么方法? 代码如下

Question

子函数 SVMcgForClass.m
function [bestacc,bestc,bestg] =
SVMcgForClass(train_label,train,cmin,cmax,gmin,gmax,v,cstep,gstep,accstep)
% SVMcgForClass
% 输入:
% train_label:训练集标签.要求与libsvm工具箱中要求一致.
% train:训练集.要求与libsvm工具箱中要求一致.
% cmin:惩罚参数c的变化范围的最小值(取以2为底的对数后),即 c_min = 2^(cmin).默认为 -5
% cmax:惩罚参数c的变化范围的最大值(取以2为底的对数后),即 c_max = 2^(cmax).默认为 5
% gmin:参数g的变化范围的最小值(取以2为底的对数后),即 g_min = 2^(gmin).默认为 -5
% gmax:参数g的变化范围的最小值(取以2为底的对数后),即 g_min = 2^(gmax).默认为 5
% v:cross validation的参数,即给测试集分为几部分进行cross validation.默认为 3
% cstep:参数c步进的大小.默认为 1
% gstep:参数g步进的大小.默认为 1
% accstep:最后显示准确率图时的步进大小.默认为 1.5
% 输出:
% bestacc:Cross Validation 过程中的最高分类准确率
% bestc:最佳的参数c
% bestg:最佳的参数g
% about the parameters of SVMcgForClass
if nargin < 10
accstep = 1.5;
end
if nargin < 8
accstep = 1.5;
cstep = 1;
gstep = 1;
end
if nargin < 7
accstep = 1.5;
v = 3;
cstep = 1;
gstep = 1;
end
if nargin < 6
accstep = 1.5;
v = 3;
cstep = 1;
gstep = 1;
gmax = 5;
end
SVM??经??络??????数????---??????????????????????????
file:///D|/Mydesktop/30??????????视频??关/MATLAB??经??络30?????????? ????码+数??/chapter13/html/chapter13.html[2010/11/16 22:45:10]
Matlab神经网络30个案例分析
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if nargin < 5
accstep = 1.5;
v = 3;
cstep = 1;
gstep = 1;
gmax = 5;
gmin = -5;
end
if nargin < 4
accstep = 1.5;
v = 3;
cstep = 1;
gstep = 1;
gmax = 5;
gmin = -5;
cmax = 5;
end
if nargin < 3
accstep = 1.5;
v = 3;
cstep = 1;
gstep = 1;
gmax = 5;
gmin = -5;
cmax = 5;
cmin = -5;
end
% X:c Y:g cg:accuracy
[X,Y] = meshgrid(cmin:cstep:cmax,gmin:gstep:gmax);
[m,n] = size(X);
cg = zeros(m,n);
% record accuracy with different c & g,and find the best accuracy with the smallest c
bestc = 0;
bestg = 0;
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) > bestacc
bestacc = cg(i,j);
bestc = basenum^X(i,j);
bestg = basenum^Y(i,j);
end
if ( cg(i,j) == bestacc && bestc > basenum^X(i,j) )
bestacc = cg(i,j);
bestc = basenum^X(i,j);
bestg = basenum^Y(i,j);
end
end
end
% draw the accuracy with different c & g
figure;
[C,h] = contour(X,Y,cg,60:accstep:100);
clabel(C,h,'FontSize',10,'Color','r');
xlabel('log2c','FontSize',10);
ylabel('log2g','FontSize',10);
title('参数选择结果图(grid search)','FontSize',10);
grid on;

Answer 1

这就是用的grid search的原理啊，
定义好c g搜索的网格，然后一个个的试，取交叉验证精度最高的g c值作为寻优的参数结果

Answer 2

程序这么长，又没有分数。。。还要狠人才可以答。。。