In MATLAB the documentation says fitclinear uses SVM or logistic regression and fitcsvm also is an SVM.
Also fitclinear is usually faster. Why?
What is the difference between both?
As stated in the description of fitclinear:
For reduced computation time on a high-dimensional data set that
includes many predictor variables, train a linear classification model
by using fitclinear. For low- through medium-dimensional predictor
data sets, see Alternatives for Lower-Dimensional Data.
fitcsvm is present among these alternatives for Lower-Dimensional Data.
In other words, fitclinear is best to be used with high-dimensional data, while fictsvm should be used for low through medium-dimensional predictor data sets.
Related
I have read this line about neural networks :
"Although the perceptron rule finds a successful weight vector when
the training examples are linearly separable, it can fail to converge
if the examples are not linearly separable.
My data distribution is like this :The features are production of rubber ,consumption of rubber , production of synthetic rubber and exchange rate all values are scaled
My question is that the data is not linearly separable so should i apply ANN on it or not? is this a rule that it should be applied on linerly separable data only ? as i am getting good results using it (0.09% MAPE error) . I have also applied SVM regression (fitrsvm function in MATLAB)so I have to ask can SVM be used in forecasting /prediction or it is used only for classification I haven't read anywhere about using SVM to forecast , and the results for SVM are also not good what can be the possible reason?
Neural networks are not perceptrons. Perceptron is on of the oldest ideas, which is at most a single building block of neural networks. Perceptron is designed for binary, linear classification and your problem is neither the binary classification nor linearly separable. You are looking at regression here, where neural networks are a good fit.
can SVM be used in forecasting /prediction or it is used only for classification I haven't read anywhere about using SVM to forecast , and the results for SVM are also not good what can be the possible reason?
SVM has regression "clone" called SVR which can be used for any task NN (as a regressor) can be used. There are of course some typical characteristics of both (like SVR being non parametric estimator etc.). For the task at hand - both approaches (as well as any another regressor, there are dozens of them!) is fine.
I am trying to find a way to visualize the data with high-dimensional input for two-class classification in SVM, before analysis to decide which kernel to use. In documents online, the visualization of data is given only for two dimensional inputs (I mean two attributes).
Another question rises: What if I have multi-class and more than two attributes?
To visualize, the data should be represented by 3 or less dimension.
Simply PCA can be applied to reduce dimension.
use pre-image using MDS.
refer to a paper The pre-image problem in kernel methods and its matlab code in http://www.cse.ust.hk/~jamesk/publication.html
I have a data set to classify.By using KNN algo i am getting an accuracy of 90% but whereas by using SVM i just able to get over 70%. Is SVM not better than KNN. I know this might be stupid to ask but, what are the parameters for SVM which will give nearly approximate results as KNN algo. I am using libsvm package on matlab R2008
kNN and SVM represent different approaches to learning. Each approach implies different model for the underlying data.
SVM assumes there exist a hyper-plane seperating the data points (quite a restrictive assumption), while kNN attempts to approximate the underlying distribution of the data in a non-parametric fashion (crude approximation of parsen-window estimator).
You'll have to look at the specifics of your scenario to make a better decision as to what algorithm and configuration are best used.
It really depends on the dataset you are using. If you have something like the first line of this image ( http://scikit-learn.org/stable/_images/plot_classifier_comparison_1.png ) kNN will work really well and Linear SVM really badly.
If you want SVM to perform better you can use a Kernel based SVM like the one in the picture (it uses a rbf kernel).
If you are using scikit-learn for python you can play a bit with code here to see how to use the Kernel SVM http://scikit-learn.org/stable/modules/svm.html
kNN basically says "if you're close to coordinate x, then the classification will be similar to observed outcomes at x." In SVM, a close analog would be using a high-dimensional kernel with a "small" bandwidth parameter, since this will cause SVM to overfit more. That is, SVM will be closer to "if you're close to coordinate x, then the classification will be similar to those observed at x."
I recommend that you start with a Gaussian kernel and check the results for different parameters. From my own experience (which is, of course, focused on certain types of datasets, so your mileage may vary), tuned SVM outperforms tuned kNN.
Questions for you:
1) How are you selecting k in kNN?
2) What parameters have you tried for SVM?
3) Are you measuring accuracy in-sample or out-of-sample?
After we created a Naive Bayes classifier object nb (say, with multivariate multinomial (mvmn) distribution), we can call posterior function on testing data using nb object. This function has 3 output parameters:
[post,cpre,logp] = posterior(nb,test)
I understand how post is computed and the meaning of that, also cpre is the predicted class, based on the maximum over posterior probabilities for each class.
The question is about logp. It is clear how it is computed (logarithm of the PDF of each pattern in test), but I don't understand the meaning of this measure and how it can be used in the context of Naive Bayes procedure. Any light on this is very much appreciated.
Thanks.
The logp you are referring to is the log likelihood, which is one way to measure how good a model is fitting. We use log probabilities to prevent computers from underflowing on very small floating-point numbers, and also because adding is faster than multiplying.
If you learned your classifier several times with different starting points, you would get different results because the likelihood function is not log-concave, meaning there are local maxima that you would get stuck in. If you computed the likelihood of the posterior on your original data you would get the likelihood of the model. Although the likelihood gives you a good measure of how one set of parameters fits compared to another, you need to be careful that you're not overfitting.
In your case, you are computing the likelihood on some unobserved (test) data, which gives you an idea of how well your learned classifier is fitting on the data. If you were trying to learn this model based on the test set, you would pick the parameters based on the highest test likelihood; however in general when you're doing this it's better to use a validation set. What you are doing here is computing predictive likelihood.
Computing the log likelihood is not limited to Naive Bayes classifiers and can in fact be computed for any Bayesian model (gaussian mixture, latent dirichlet allocation, etc).
I have painstakingly gathered data for a proof-of-concept study I am performing. The data consists of 40 different subjects, each with 12 parameters measured at 60 time intervals and 1 output parameter being 0 or 1. So I am building a binary classifier.
I knew beforehand that there is a non-linear relation between the input-parameters and the output so a simple perceptron of Bayes classifier would be unable to classify the sample. This assumption proved correct after initial tests.
Therefore I went to neural networks and as I hoped the results were pretty good. An error of about 1-5% is generally the result. The training is done by using 70% as training and 30% as evaluation. Running the complete dataset again (100%) through the model I was very happy with the results. The following is a typical confusion matrix (P = positive, N = negative):
P N
P 13 2
N 3 42
So I am happy and with the notion that I used a 30% for evaluation I am confident that I am not fitting noise.
Therefore I resolved to SVM for a double check and the SVM was unable to converge to a good solution. Most of the time the solutions are terrible (say 90% error...). Maybe I am not fully aware of SVM's or the implementations are not correct, but it troubles me because I thought that when NN provide a good solution, SVM's are most of the time better in seperating the data due to their maximum-margin hyperplane.
What does this say of my result? Am I fitting noise? And how do I know if this is a correct result?
I am using Encog for the calculations but the NN results are comparable to home-grown NN models I made.
If it is your first time to use SVM, I strongly recommend you to take a look at A Practical Guide to Support Vector Classication, by authors of a famous SVM package libsvm. It gives a list of suggestions to train your SVM classifier.
Transform data to the format of an SVM package
Conduct simple scaling on the data
Consider the RBF kernel
Use cross-validation to nd the best parameter C and γ
Use the best parameter C and γ
to train the whole training set
Test
In short, try scaling your data and carefully choosing the kernal plus the parameters.