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doc/modules/svm.rst

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@@ -243,8 +243,8 @@ that it comes with a computational cost.
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`"Probability estimates for multi-class classification by pairwise coupling"
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<https://www.csie.ntu.edu.tw/~cjlin/papers/svmprob/svmprob.pdf>`_,
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JMLR 5:975-1005, 2004.
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* Platt
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`"Probabilistic outputs for SVMs and comparisons to regularized likelihood methods"
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<https://www.cs.colorado.edu/~mozer/Teaching/syllabi/6622/papers/Platt1999.pdf>`_.
@@ -267,10 +267,11 @@ that sets the parameter ``C`` of class ``class_label`` to ``C * value``.
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:scale: 75
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:class:`SVC`, :class:`NuSVC`, :class:`SVR`, :class:`NuSVR`, :class:`LinearSVC`, :class:`LinearSVR` and
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:class:`OneClassSVM` implement also weights for individual samples in method
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``fit`` through keyword ``sample_weight``. Similar to ``class_weight``, these
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set the parameter ``C`` for the i-th example to ``C * sample_weight[i]``.
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:class:`SVC`, :class:`NuSVC`, :class:`SVR`, :class:`NuSVR`, :class:`LinearSVC`,
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:class:`LinearSVR` and :class:`OneClassSVM` also implement weights for
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individual samples in method ``fit`` through keyword ``sample_weight``. Similar
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to ``class_weight``, these set the parameter ``C`` for the i-th example to
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``C * sample_weight[i]``.
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.. figure:: ../auto_examples/svm/images/sphx_glr_plot_weighted_samples_001.png
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* **Setting C**: ``C`` is ``1`` by default and it's a reasonable default
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choice. If you have a lot of noisy observations you should decrease it.
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It corresponds to regularize more the estimation.
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:class:`LinearSVC` and :class:`LinearSVR` are less sensitive to ``C`` when
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it becomes large, and prediction results stop improving after a certain
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threshold. Meanwhile, larger ``C`` values will take more time to train,
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it becomes large, and prediction results stop improving after a certain
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threshold. Meanwhile, larger ``C`` values will take more time to train,
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sometimes up to 10 times longer, as shown by Fan et al. (2008)
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* Support Vector Machine algorithms are not scale invariant, so **it
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positive and few negative), set ``class_weight='balanced'`` and/or try
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different penalty parameters ``C``.
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* **Randomness of the underlying implementations**: The underlying
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* **Randomness of the underlying implementations**: The underlying
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implementations of :class:`SVC` and :class:`NuSVC` use a random number
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generator only to shuffle the data for probability estimation (when
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``probability`` is set to ``True``). This randomness can be controlled
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The larger ``gamma`` is, the closer other examples must be to be affected.
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Proper choice of ``C`` and ``gamma`` is critical to the SVM's performance. One
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is advised to use :class:`sklearn.model_selection.GridSearchCV` with
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is advised to use :class:`sklearn.model_selection.GridSearchCV` with
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``C`` and ``gamma`` spaced exponentially far apart to choose good values.
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.. topic:: Examples:
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* `"A Tutorial on Support Vector Regression"
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<http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.114.4288>`_,
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Alex J. Smola, Bernhard Schölkopf - Statistics and Computing archive
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Volume 14 Issue 3, August 2004, p. 199-222.
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Volume 14 Issue 3, August 2004, p. 199-222.
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.. _svm_implementation_details:
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- `LIBLINEAR -- A Library for Large Linear Classification
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<https://www.csie.ntu.edu.tw/~cjlin/liblinear/>`_.
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