[R] SVM probability output variation
Steve Lianoglou
mailinglist.honeypot at gmail.com
Wed Oct 21 18:39:49 CEST 2009
Hi Anders,
On Oct 21, 2009, at 8:49 AM, Anders Carlsson wrote:
> Dear R:ers,
>
> I'm using the svm from the e1071 package to train a model with the
> option "probabilities = TRUE". I then use "predict" with
> "probabilities = TRUE" and get the probabilities for the data point
> belonging to either class. So far all is well.
>
> My question is why I get different results each time I train the
> model, although I use exactly the same data. The prediction seems to
> be reproducible, but if I re-train the model, the probabilities vary
> some what.
>
> Here, I have trained a model on exactly the same data five times.
> When predicting using the different models, this is how the
> probabilities vary:
I'm not sure I'm following the example your giving and the scenario
you are describing.
> probabilities
> Grp.0 Grp.1
> 0.7077155 0.2922845
> 0.7938782 0.2061218
> 0.8178833 0.1821167
> 0.7122203 0.2877797
This seems fine to me: it looks like the probabilities of class
membership for 4 examples (Note that Grp.0 + Grp.1 = 1).
> How can the predictions using the same training and test data vary
> so much?
I'm trying the code below several times (taken from the example), and
the probabilities calculated from the call to prediction don't change
much at all:
R> data(iris)
R> attach(iris)
R> model <- svm(x, y, probability=TRUE)
R> predict(model, x, probability=TRUE)
To be fair, the probabilities aren't exactly the same, but the
difference between two runs is really small:
R> model <- svm(x, y, probability=TRUE)
R> a <- predict(model, x, probability=TRUE)
R> model <- svm(x, y, probability=TRUE)
R> b <- predict(model, x, probability=TRUE)
R> mean(abs(attr(a, 'probabilities') - attr(b, 'probabilities')))
[1] 0.003215959
Is this what you were talking about, or ... ?
-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
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