Table 4. Hyperparameters in grid-search model selection.
Hyperparameter | Values |
---|---|
Penalty of error term C | 1e{−3, −2, …, 2,3} |
Loss function | Hinge, squared hinge |
Penalty: norm used in penalisation | ‘l1’ (‘least absolute deviations’) or ‘l2’ (‘least squares’) |
Class weight (sets penalty C of class i to weight*C) | None or ‘balanced’, i.e. weight inversely proportional to class frequencies |