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http://alex.smola.org/teaching/cmu2013-10-701 (course website)
http://www.youtube.com/playlist?list=PLZSO_6-bSqHQmMKwWVvYwKreGu4b4kMU9 (YouTube playlist)
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Alpha = quadprog(H,f,[],[],Aeq,Beq,lb,ub,[],options);
Will the parameters we set in options influence the optimization? How to pick up the best parameters in options(test the accuracy of different algorithm to see which one is stable?)?
Another thing you mentioned is to use cross validation to pick up parameter. What parameter do you mean here? C or other parameters in quadprog?
Sorry fo the long questions and thanks again for your patient reply.
Regards,
Jingkun
Hi Jingkun and Xinghai,The svm solves quadratic programming, which is convex if the kernel is positive semi-definite. So in principle shuffling the data should not alter the solution. It is possible that the kernel matrix computed from the data may not satisfy the psd condition. I usually add a small constant to the diagonal of the kernel matrix to make it psd.Did you do cross validation? Doing cross validation to choose the parameter may also help.Best,Krik
On 20 February 2013 09:01, Xinghai Hu <xingh...@west.cmu.edu> wrote:
I suffers a similar problem. It is wield that only linear and polynomial kernel in dual form perform badly. I have checked the code for quite a lot of time and cannot find a problem.
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On Wednesday, February 20, 2013 1:06:00 AM UTC-5, Jingkun Gao wrote:I find it in matlab, when I random the sequence of data, I will get a different result using quadprog. I am thinking does this mean that the sequence of data will influence the starting point, thus influence the final result. If so, how do we set up "a proper starting point" to acquire a good optimization result?Thanks,Jingkun
http://alex.smola.org/teaching/cmu2013-10-701 (course website)
http://www.youtube.com/playlist?list=PLZSO_6-bSqHQmMKwWVvYwKreGu4b4kMU9 (YouTube playlist)
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