function [C, sigma] = dataset3Params(X, y, Xval, yval) %EX6PARAMS returns your choice of C and sigma for Part 3 of the exercise %where you select the optimal (C, sigma) learning parameters to use for SVM %with RBF kernel % [C, sigma] = EX6PARAMS(X, y, Xval, yval) returns your choice of C and % sigma. You should complete this function to return the optimal C and % sigma based on a cross-validation set. % % You need to return the following variables correctly. C = 1; sigma = 0.3; % ====================== YOUR CODE HERE ====================== % Instructions: Fill in this function to return the optimal C and sigma % learning parameters found using the cross validation set. % You can use svmPredict to predict the labels on the cross % validation set. For example, % predictions = svmPredict(model, Xval); % will return the predictions on the cross validation set. % % Note: You can compute the prediction error using % mean(double(predictions ~= yval)) % grid_search = 0; if grid_search % Grid search load ex6data3.mat %grid = [0.01, 0.03]; grid = [0.01, 0.03, 0.1, 0.3, 1, 3, 10, 30]; results = []; for C = grid for sigma = grid fprintf('== C = %.2f, sigma = %.2f\n', C, sigma); model= svmTrain(X, y, C, @(x1, x2) gaussianKernel(x1, x2, sigma)); predictions = svmPredict(model, Xval); error = mean(double(predictions ~= yval)); fprintf('error = %.2f\n\n', error); results(end + 1,:) = [C, sigma, error]; end end [_, best_i] = min(results(:,3)); C = results(best_i, 1); sigma = results(best_i, 2); error = results(best_i, 3); fprintf('Best: C = %.2f, sigma = %.2f with error = %.2f\n', C, sigma, error); else % Found through the grid search above C = 1.00; sigma = 0.10; end % ========================================================================= end