Selecting SVM parameters using cross validation and F1-scores - matlab

Question

I need to keep track of the F1-scores while tuning C & Sigma in SVM,
For example the following code keeps track of the Accuracy, I need to change it to F1-Score but I was not able to do that…….
%# read some training data
[labels,data] = libsvmread('./heart_scale');
%# grid of parameters
folds = 5;
[C,gamma] = meshgrid(-5:2:15, -15:2:3);
%# grid search, and cross-validation
cv_acc = zeros(numel(C),1);
for i=1:numel(C)
cv_acc(i) = svmtrain(labels, data, ...
sprintf('-c %f -g %f -v %d', 2^C(i), 2^gamma(i), folds));
end
%# pair (C,gamma) with best accuracy
[~,idx] = max(cv_acc);
%# now you can train you model using best_C and best_gamma
best_C = 2^C(idx);
best_gamma = 2^gamma(idx);
%# ...
I have seen the following two links
Retraining after Cross Validation with libsvm
10 fold cross-validation in one-against-all SVM (using LibSVM)
I do understand that I have to first find the best C and gamma/sigma parameters over the training data, then use these two values to do a LEAVE-ONE-OUT crossvalidation classification experiment,
So what I want now is to first do a grid-search for tuning C & sigma.
Please I would prefer to use MATLAB-SVM and not LIBSVM.
Below is my code for LEAVE-ONE-OUT crossvalidation classification.
... clc
clear all
close all
a = load('V1.csv');
X = double(a(:,1:12));
Y = double(a(:,13));
% train data
datall=[X,Y];
A=datall;
n = 40;
ordering = randperm(n);
B = A(ordering, :);
good=B;
input=good(:,1:12);
target=good(:,13);
CVO = cvpartition(target,'leaveout',1);
cp = classperf(target); %# init performance tracker
svmModel=[];
for i = 1:CVO.NumTestSets %# for each fold
trIdx = CVO.training(i);
teIdx = CVO.test(i);
%# train an SVM model over training instances
svmModel = svmtrain(input(trIdx,:), target(trIdx), ...
'Autoscale',true, 'Showplot',false, 'Method','ls', ...
'BoxConstraint',0.1, 'Kernel_Function','rbf', 'RBF_Sigma',0.1);
%# test using test instances
pred = svmclassify(svmModel, input(teIdx,:), 'Showplot',false);
%# evaluate and update performance object
cp = classperf(cp, pred, teIdx);
end
%# get accuracy
accuracy=cp.CorrectRate*100
sensitivity=cp.Sensitivity*100
specificity=cp.Specificity*100
PPV=cp.PositivePredictiveValue*100
NPV=cp.NegativePredictiveValue*100
%# get confusion matrix
%# columns:actual, rows:predicted, last-row: unclassified instances
cp.CountingMatrix
recallP = sensitivity;
recallN = specificity;
precisionP = PPV;
precisionN = NPV;
f1P = 2*((precisionP*recallP)/(precisionP + recallP));
f1N = 2*((precisionN*recallN)/(precisionN + recallN));
aF1 = ((f1P+f1N)/2);
i have changed the code
but i making some mistakes and i am getting errors,
a = load('V1.csv');
X = double(a(:,1:12));
Y = double(a(:,13));
% train data
datall=[X,Y];
A=datall;
n = 40;
ordering = randperm(n);
B = A(ordering, :);
good=B;
inpt=good(:,1:12);
target=good(:,13);
k=10;
cvFolds = crossvalind('Kfold', target, k); %# get indices of 10-fold CV
cp = classperf(target); %# init performance tracker
svmModel=[];
for i = 1:k
testIdx = (cvFolds == i); %# get indices of test instances
trainIdx = ~testIdx;
C = 0.1:0.1:1;
S = 0.1:0.1:1;
fscores = zeros(numel(C), numel(S)); %// Pre-allocation
for c = 1:numel(C)
for s = 1:numel(S)
vals = crossval(#(XTRAIN, YTRAIN, XVAL, YVAL)(fun(XTRAIN, YTRAIN, XVAL, YVAL, C(c), S(c))),inpt(trainIdx,:),target(trainIdx));
fscores(c,s) = mean(vals);
end
end
end
[cbest, sbest] = find(fscores == max(fscores(:)));
C_final = C(cbest);
S_final = S(sbest);
.......
and the function.....
.....
function fscore = fun(XTRAIN, YTRAIN, XVAL, YVAL, C, S)
svmModel = svmtrain(XTRAIN, YTRAIN, ...
'Autoscale',true, 'Showplot',false, 'Method','ls', ...
'BoxConstraint', C, 'Kernel_Function','rbf', 'RBF_Sigma', S);
pred = svmclassify(svmModel, XVAL, 'Showplot',false);
cp = classperf(YVAL, pred)
%# get accuracy
accuracy=cp.CorrectRate*100
sensitivity=cp.Sensitivity*100
specificity=cp.Specificity*100
PPV=cp.PositivePredictiveValue*100
NPV=cp.NegativePredictiveValue*100
%# get confusion matrix
%# columns:actual, rows:predicted, last-row: unclassified instances
cp.CountingMatrix
recallP = sensitivity;
recallN = specificity;
precisionP = PPV;
precisionN = NPV;
f1P = 2*((precisionP*recallP)/(precisionP + recallP));
f1N = 2*((precisionN*recallN)/(precisionN + recallN));
fscore = ((f1P+f1N)/2);
end

Answer 1

So basically you want to take this line of yours:
svmModel = svmtrain(input(trIdx,:), target(trIdx), ...
'Autoscale',true, 'Showplot',false, 'Method','ls', ...
'BoxConstraint',0.1, 'Kernel_Function','rbf', 'RBF_Sigma',0.1);
put it in a loop that varies your 'BoxConstraint' and 'RBF_Sigma' parameters and then uses crossval to output the f1-score for that iterations combination of parameters.
You can use a single for-loop exactly like in your libsvm code example (i.e. using meshgrid and 1:numel(), this is probably faster) or a nested for-loop. I'll use a nested loop so that you have both approaches:
C = [0.001, 0.003, 0.01, 0.03, 0.1, 0.3, 1, 3, 10, 30, 100, 300] %// you must choose your own set of values for the parameters that you want to test. You can either do it this way by explicitly typing out a list
S = 0:0.1:1 %// or you can do it this way using the : operator
fscores = zeros(numel(C), numel(S)); %// Pre-allocation
for c = 1:numel(C)
for s = 1:numel(S)
vals = crossval(#(XTRAIN, YTRAIN, XVAL, YVAL)(fun(XTRAIN, YTRAIN, XVAL, YVAL, C(c), S(c)),input(trIdx,:),target(trIdx));
fscores(c,s) = mean(vals);
end
end
%// Then establish the C and S that gave you the bet f-score. Don't forget that c and s are just indexes though!
[cbest, sbest] = find(fscores == max(fscores(:)));
C_final = C(cbest);
S_final = S(sbest);
Now we just have to define the function fun. The docs have this to say about fun:
fun is a function handle to a function with two inputs, the training
subset of X, XTRAIN, and the test subset of X, XTEST, as follows:
testval = fun(XTRAIN,XTEST) Each time it is called, fun should use
XTRAIN to fit a model, then return some criterion testval computed on
XTEST using that fitted model.
So fun needs to:
output a single f-score
take as input a training and testing set for X and Y. Note that these are both subsets of your actual training set! Think of them more like a training and validation SUBSET of your training set. Also note that crossval will split these sets up for you!
Train a classifier on the training subset (using your current C and S parameters from your loop)
RUN your new classifier on the test (or validation rather) subset
Compute and output a performance metric (in your case you want the f1-score)
You'll notice that fun can't take any extra parameters which is why I've wrapped it in an anonymous function so that we can pass the current C and S values in. (i.e. all that #(...)(fun(...)) stuff above. That's just a trick to "convert" our six parameter fun into the 4 parameter one required by crossval.
function fscore = fun(XTRAIN, YTRAIN, XVAL, YVAL, C, S)
svmModel = svmtrain(XTRAIN, YTRAIN, ...
'Autoscale',true, 'Showplot',false, 'Method','ls', ...
'BoxConstraint', C, 'Kernel_Function','rbf', 'RBF_Sigma', S);
pred = svmclassify(svmModel, XVAL, 'Showplot',false);
CP = classperf(YVAL, pred)
fscore = ... %// You can do this bit the same way you did earlier
end

Answer 2

I found the only problem with target(trainIdx). It's a row vector so I just replaced target(trainIdx) with target(trainIdx) which is a column vector.