[R] SVM regression

[Steve Lianoglou]

Hi Eleni,

On Dec 11, 2009, at 12:04 PM, Eleni Christodoulou wrote:

> Dear R users,
> 
> I am trying to apply SVM regression for a set of microarray data. I am using
> the function svm() under the package {e1071}. Can anyone tell me what
> the *residuals
> *value represents? I have some observed values *y_obs* for the parameter
> that I want to estimate and I would expect that *svm$residuals = y_obs -
> svm$fitted.
> *However, this does not happen...Does anyone have any idea on that?

This actually is what's happening. The $residuals that are reported in the model are against your *scaled* y-vector.

So, with your data:

R> m <- svm(x,y)
R> all(scale(y) - predict(m,x) == m$residuals)
[1] TRUE

-steve

--
Steve Lianoglou
Graduate Student: Computational Systems Biology
  |  Memorial Sloan-Kettering Cancer Center
  |  Weill Medical College of Cornell University
Contact Info: http://cbio.mskcc.org/~lianos/contact