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Old 03-04-2013, 11:30 AM
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yaser yaser is offline
Join Date: Aug 2009
Location: Pasadena, California, USA
Posts: 1,478
Default Re: How many support vectors is too many?

Originally Posted by hemphill View Post
I have noticed that the support vector ratio sometimes provides a very good bound, at least with our toy problems. Suppose we had a situation like:

C=C_1, E_{\rm cv}=0.050, support vectors=20
C=C_2, E_{\rm cv}=0.049, support vectors=60

where the size of the data set is around 400. I would be tempted to choose C_1, regardless of E_{\rm cv}. What are your thoughts?
I would also do that since both estimates of E_{\rm out} are statistical in nature, so the bigger factor of safety in the two numbers of support vectors sounds safer.
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