Crossvalidation for linear support vector machine
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Hi
I have the following code which performs k-fold crossvalidation. And as you can see the kernel chosen is a linear kernel. However, what I want to do is to perform gridsearch for the parameter C - how is that done in Matlab? Would you use standard gridsearch method as an outer loop on the k-fold crossvalidation or is there a gridsearch function specific for SVMs (I did not find any). Does anyone have me example code?
This is my code so far:
load feature
load class
k = 4; %number of folds
cvFolds = crossvalind('Kfold', class, k);
cp = classperf(class);
for i = 1:k %# for each fold
testIdx = (cvFolds == i); %# get indices of test instances
trainIdx = ~testIdx; %# get indices training instances
%# train an SVM model for autistic vs TD, k-fold crossvalidatio
svmModel = svmtrain(feature(trainIdx,:), class(trainIdx), ...
'Autoscale',true, 'Showplot',false, 'Method','QP', ...
'BoxConstraint',0.2, 'Kernel_Function','linear');
%# test using test instances
pred = svmclassify(svmModel, feature(testIdx,:), 'Showplot',false);
%# evaluate and update performance object
cp = classperf(cp, pred, testIdx);
end
%# get accuracy
cp.CorrectRate
%# get confusion matrix
%# columns:actual, rows:predicted, last-row: unclassified instances
cp.CountingMatrix
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