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kernlab's ksvm method freeze

Sorry, heres the message:

Hi

yes the freeze is rather a result of the kernelMatrix being non-positive
definite, have a look at the eigenvalues of kernelMatrix
with eigs and you will see even small negative values. This is usualy
the result of small numerical inacuracies in the computation of the
kernel matrix that normally do not have an effect but can cause
problems.
The issue is amplified by the fact that you are doing 10-fold cross
validation and in effect training 220 models (sampled from the
kernelMatrix) in a 20 fold loop.

You can get around this issue by adding a small epsilon to the diagonal
of your kernelMatrix thus making sure that all sampled kernelMatrices
are positive semidefinite i.e.

diag(kernelMatrix) <- diag(kernelMatrix) + 0.05

seems to do the trick for me.

regards
Alexandros



Am Montag, den 30.11.2009, 11:22 +0100 schrieb Heiko Strathmann: