Hi Andy,

Thanks a lot for your answer! So what do I do if the model overfits?

Thanks a lot!

On 2/28/06, Liaw, Andy <andy_liaw@merck.com> wrote:
>
> 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.
> >
> >       [[alternative HTML version deleted]]
> >
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>
>
>
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