Bad results obtained for LS-SVM regression. Any help?

Hello. Although I read many times the tutorial for this LS-SVM toolbox http://www.esat.kuleuven.be/sista/lssvmlab/ , I'm still having very bad results when I use it for regression.
Here is the code I execute:
% Initialisation of the model
model = initlssvm(X,Y,'f',[],[],'RBF_kernel','o');
% Tuning of the model, optimizing the choice of gam and sig2
model = tunelssvm(model,'simplex','crossvalidatelssvm',{10,'mae'});
% Training
model = trainlssvm(model);
% Prediction of results
Yt=simlssvm(model,Xt)
The results obtained are far different from the initial ones. I really don't understand what I do wrong. Any one help me, please ? Thank you!

2 Comments

When you use the 'o' in initlssvm you are not normalizing the data, which is quite important in many cases for regression. Can you try without it?
My results are worse, but you can try giving different values of sig2 and gam in line: model = initlssvm(X,Y,'f',[gam],[sig2],'RBF_kernel','o'); This may solve the problem. I am getting a warning: *****> In crossvalidatelssvm (line 96) In tunelssvm>simanncostfun2 (line 485) In tunelssvm>@(x)simanncostfun2(x,model,costfun,costargs) (line 168) In csa (line 79) In tunelssvm (line 168) In tunelssvm (line 132) Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND = 5.551115e-17. Any idea how to fix this?

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on 14 Apr 2013

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on 5 Apr 2018

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