[pymvpa] default SVM C parameter
Mark Lescroart
lescroar at usc.edu
Thu Sep 1 14:03:11 UTC 2011
Hello all,
I have two questions about the default C parameter for linear SVM classifiers in pymvpa (/ LibSVM).
First, I'd like a little more information about how the parameter is chosen by default. The help says that the default value is -1, and that "In linear kernel, negative values provide automatic scaling of their value according to the norm of the data," but I didn't find that particularly helpful (What does "according to the norm of the data" mean?)
Second, does anyone have any experience choosing a C parameter by more rigorous methods (cross-validated parameter selection)? Does choosing an optimal C value make a big difference?
THANKS,
Mark
PS - I'm still using the 0.4 version of pymvpa - has setting of the default C parameter changed since then? I'm using the LibSVM implementation of the LinearCSVMC classifier on MacOS X 10.5.8.
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