[R] does svm have a CV to obtain the best "cost" parameter?

[Liaw, Andy]

From: Michael
> 
> Hi all,
> 
> I am using the "svm" command in the e1071 package.
> 
> Does it have an automatic way of setting the "cost" parameter?

See ?best.svm in that package.
 
> I changed a few values for the "cost" parameter but I hope there is a
> systematic way of obtaining the best "cost" value.
> 
> I noticed that there is a "cross" (Cross validation) 
> parameter in the "svm"
> function.
> 
> But I did not see how it can be used to optimize the "cost" parameter.
> 
> By the way, what does a 0 training error and a high testing 
> error mean?
> Varying "cross=5", or "cross=10", etc. does not change the 
> training error
> and testing error at all. How to improve?

Overfitting, which varying different validation method will not solve.

Andy
 
> Thanks a lot!
> 
> M.
> 
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