[pymvpa] PCA transformation prior to SVM classification
jakob.scherer at gmail.com
Thu Nov 25 15:56:17 UTC 2010
I'm using pymvpa to classify EEG data by SVM. in order to improve
accuracy, i am looking at transformations (such as time-frequency
decomposition) on the data prior to feeding it to the classifier.
i stumbled upon some methods mostly used in the BCI domain, such as
PCA, CSP (common spatial patterns), DSP (discriminative spatial
patterns) and the like.
i now have 2 questions:
1. running PCA, CSP, etc on the whole dataset _prior_ feeding it to a
classifer: looks to me as a case of 'double-dipping', as all trials
(training and test) are used to identifiy the components. thus all
trials in the dataset given to the classifier are actually
inter-dependent. am i right there?
2. if 1. is true, then one could still run the PCA (,etc) just on the
training set in each split*, and then run a SVM. does this make any
sense, or is a suited svm-kernel already taking care of this?
thanks for any comments or thoughts on this,
clf = MappedClassifier(LinearCSVMC(), PCAMapper())
cv = CrossValidatedTransferError(
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