SVMcgForRegress.zip_SVM matlab_matlab 预测经济_svm matlab_时间序列预测

function [mse,bestc,bestg] = SVMcgForRegress(train_label,train,cmin,cmax,gmin,gmax,v,cstep,gstep,msestep) %SVMcg cross validation by faruto % % by faruto %Email:patrick.lee@foxmail.com QQ:516667408 http://blog.sina.com.cn/faruto %last modified 2011.06.08 % % 若转载请注明： % faruto and liyang , LIBSVM-farutoUltimateVersion % a toolbox with implements for support vector machines based on libsvm, 2011. % Software available at http://www.matlabsky.com % % Chih-Chung Chang and Chih-Jen Lin, LIBSVM : a library for % support vector machines, 2001. Software available at % http://www.csie.ntu.edu.tw/~cjlin/libsvm %% about the parameters of SVMcg if nargin < 10 msestep = 0.06; end if nargin < 8 cstep = 0.8; gstep = 0.8; end if nargin < 7 v = 5; end if nargin < 5 gmax = 8; gmin = -8; end if nargin < 3 cmax = 8; cmin = -8; end %% X:c Y:g cg:acc [X,Y] = meshgrid(cmin:cstep:cmax,gmin:gstep:gmax); [m,n] = size(X); cg = zeros(m,n); eps = 10^(-4); %% record acc with different c & g,and find the bestacc with the smallest c bestc = 0; bestg = 0; mse = Inf; basenum = 2; for i = 1:m for j = 1:n cmd = ['-v ',num2str(v),' -c ',num2str( basenum^X(i,j) ),' -g ',num2str( basenum^Y(i,j) ),' -s 3 -p 0.01']; cg(i,j) = svmtrain(train_label, train, cmd); if cg(i,j) < mse mse = cg(i,j); bestc = basenum^X(i,j); bestg = basenum^Y(i,j); end if abs( cg(i,j)-mse )<=eps && bestc > basenum^X(i,j) mse = cg(i,j); bestc = basenum^X(i,j); bestg = basenum^Y(i,j); end end end %% to draw the acc with different c & g [cg,ps] = mapminmax(cg,0,1); figure; [C,h] = contour(X,Y,cg,0:msestep:0.5); clabel(C,h,'FontSize',10,'Color','r'); xlabel('log2c','FontSize',12); ylabel('log2g','FontSize',12); firstline = 'SVR参数选择结果图(等高线图)[GridSearchMethod]'; secondline = ['Best c=',num2str(bestc),' g=',num2str(bestg), ... ' CVmse=',num2str(mse)]; title({firstline;secondline},'Fontsize',12); grid on; figure; meshc(X,Y,cg); % mesh(X,Y,cg); % surf(X,Y,cg); axis([cmin,cmax,gmin,gmax,0,1]); xlabel('log2c','FontSize',12); ylabel('log2g','FontSize',12); zlabel('MSE','FontSize',12); firstline = 'SVR参数选择结果图(3D视图)[GridSearchMethod]'; secondline = ['Best c=',num2str(bestc),' g=',num2str(bestg), ... ' CVmse=',num2str(mse)]; title({firstline;secondline},'Fontsize',12);