特征选择SVM-递归特征消除(SVM-RFE)与Libsvm,准确性结果比没有特征选择更糟糕,为什么?

时间:2015-06-09 02:20:03

标签: matlab classification svm libsvm rfe

我正在尝试使用带有libsvm库的SVM-RFE来运行基因表达数据集。我的算法是用Matlab编写的。特定数据集能够在5倍CV下产生80 ++%的分类准确度,而无需应用特征选择。当我尝试在此数据集上应用svm-rfe(相同的svm参数设置并使用5倍CV)时,分类结果变得更糟,只能达到60 ++%的分类准确度。

这是我的matlab编码,感谢任何人都可以了解我的代码有什么问题。提前谢谢。

[label, data] = libsvmread('libsvm_data.scale');
[N D] = size(data);

numfold=5; 
indices = crossvalind ('Kfold',label, numfold);
cp = classperf(label);

for i= 1:numfold

disp(strcat('Fold-',int2str(i)));
testix = (indices == i); trainix = ~testix;
test_data = data(testix,:);  test_label = label(testix);
train_data = data(trainix,:); train_label = label(trainix);

model = svmtrain(train_label, train_data, sprintf('-s 0 -t 0);    %'

s = 1:D;
r = [];
iter = 1;

    while ~isempty(s)

    X = train_data(:,s);

    fs_model = svmtrain(train_label, X, sprintf('-s 0 -t %f -c %f -g %f -b 1', kernel, cost, gamma));

    w = fs_model.SVs' * fs_model.sv_coef;    %'
    c = w.^2;
    [c_minvalue, f] = min(c);
    r = [s(f),r];
   ind = [1:f-1, f+1:length(s)];
    s = s(ind);

    iter = iter + 1;
    end

    predefined = 100;
   important_feat = r(:,D-predefined+1:end);

    for l=1:length(important_feat)
        testdata(:,l) = test_data (:,important_feat(l));
    end


 [predict_label_itest, accuracy_itest, prob_values] = svmpredict(test_label, testdata, model,'-b 1'); 
acc_itest_fs (:,i) = accuracy_itest(1);

  clear testdata;
end

Mean_itest_fs = mean((acc_itest_fs),2);
Mean_bac_fs = mean (bac_fs,2);  

1 个答案:

答案 0 :(得分:0)

将RFE应用于traindata后,您将获得该traindata的子集。因此,当您使用traindata训练模型时,我认为您应该使用traindata的子集来训练该模型。