selecting c and gamma value

Question

Hi I am performing SVM classification using SMO, in which my kernel is RBF, now I want to select c and sigma values, using grid search and cross validation, I am new to kernel functions, please help, in step by step process

Answer 1

1. Pick some values for C and sigma that you think are interesting. E.g., C = {1, 10, 100, 1000} and sigma = {.01, .1, 1} (I'm just making these up).
2. Divide the training set into k (e.g. 10) parts, preferably in a stratified way.
3. Loop over all pairs of C and sigma values.
   1. Loop over all k parts of your training set. Hold the k'th part out. Train a classifier on all of the other parts combined, then test on the held out part.
   2. Keep track of some score (accuracy, F1, or whatever you want to optimize).
4. Return the best performing value pair for C, sigma by the scores you just computed.

Answer 2

Read A Practical Guide to Support Vector Classication by Chih-Wei Hsu, Chih-Chung Chang, and Chih-Jen. They address this exact issue and explain methods for performing a grid-search for parameter selection. http://www.csie.ntu.edu.tw/~cjlin/papers/guide/guide.pdf