Has anyone used doMC to speed up an SVM grid search? I am considering doing
like so:
library(doMC)
registerDoMC()
foreach (i=0:3) %dopar% {
tuned_part1 <- tune.svm(label~., data = trainset, gamma = 10^(-10:-6),
cost = 10^(-1:1))
tuned_part2 <- tune.svm(label~., data = trainset, gamma = 10^(-5:0),
cost = 10^(-1:1))
tuned_part3 <- tune.svm(label~., data = trainset, gamma = 10^(1:-5),
cost = 10^(-1:1))
tuned_part4 <- tune.svm(label~., data = trainset, gamma = 10^(5:10),
cost = 10^(-1:1))
}
I have a Quad Core processor, so if I understand correctly the above could
split that up across the cores.
My goal would be a coarse grid search, not sure if the above parameters are
good for that, it just seemed like
some good starting points.
I would just manually look at each of the resulting files, although it would be
cool if it resulted in an instance variable
being set of the best values.
Has anyone used doMC for something like this? Is there a better library to
potentially use than doMC for doing
something like splitting up an SVM grid search over multiple cores?
Brian
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