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 cros

Answer 1

I will just add a little bit of explanation to larsmans' answer.

The C parameter is a regularization/slack parameter. Its smaller values force the weights to be small. The larger it gets, the allowed range of weights gets wider. Resultantly, larger C values increase the penalty for misclassification and thus reduce the classification error rate on the training data (which may lead to over-fitting). Your training time and number of support vectors will increase as you increase the value of C.

You may also find it useful to read Extending SVM to a Soft Margin Classifier by K.K. Chin.