Class: SvmToolkit::Svm::CrossValidationSearch

Inherits:
RecursiveTask
  • Object
show all
Defined in:
lib/svm_toolkit/svm.rb

Overview

Set up the cross validation search across a cost/gamma pair

Instance Method Summary collapse

Constructor Details

#initialize(gammas, costs, training_set, cross_valn_set, evaluator) ⇒ CrossValidationSearch

Creates an instance of the CrossValidationSearch.

gammas

array of gamma values to search over

costs

array of cost values to search over

training_set

for building the model

cross_valn_set

for testing the model

evaluator

name of Evaluator class, used for evaluating the model



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# File 'lib/svm_toolkit/svm.rb', line 70

def initialize gammas, costs, training_set, cross_valn_set, evaluator
  super() 

  @gammas = gammas
  @costs = costs
  @training_set = training_set
  @cross_valn_set = cross_valn_set  
  @evaluator = evaluator
end

Instance Method Details

#compute ⇒ Object

perform actual computation, return results/best_model



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# File 'lib/svm_toolkit/svm.rb', line 81

def compute
  tasks = []
  # create one task per gamma/cost pair
  @gammas.each do |gamma|
    @costs.each do |cost|
      tasks << SvmTrainer.new(@training_set, Parameter.new(
        :svm_type => Parameter::C_SVC,
        :kernel_type => Parameter::RBF,
        :cost => cost,
        :gamma => gamma
      ), @cross_valn_set, @evaluator)
    end
  end

  # set off all the tasks
  tasks.each do |task|
    task.fork
  end

  # collect the results
  results = []
  best_model = nil
  lowest_error = nil

  @gammas.each do |gamma|
    results_row = []
    @costs.each do |cost|
      task = tasks.shift
      model, result = task.join

      if result.better_than? lowest_error
        best_model = model
        lowest_error = result
      end
      puts "Result for cost = #{cost}  gamma = #{gamma} is #{result.value}"
      results_row << result.value
    end
    results << results_row
  end

  return results, best_model
end