svm_kernel_selection.sas

****(1). Data exploration of iris flower data set****;
data iris;
   set sashelp.iris;
run;

proc contents data=iris position;
run;

proc princomp data=iris out=iris_pca;
   var Sepal: Petal:;
run;

proc sgplot data=iris_pca;
   scatter x = prin1 y = prin2 / group = species;
run;

****(2). Cross validation error comparison of 4 kernels****;
proc dmdb batch data=iris dmdbcat=_cat out=_iris;
   var Sepal: Petal:;
   class species;
run;

%let knl = linear;
proc svm data=_iris dmdbcat=_cat kernel=&knl c=1 cv =loo;
   title "The kernel is &knl";
   ods output restab = &knl;
   var Sepal: Petal:;
   target species;
run;

%let knl = rbf;
proc svm data=_iris dmdbcat=_cat kernel=&knl c=1 K_PAR=1 cv=loo;
   title "The kernel is &knl";
   ods output restab = &knl;
   var Sepal: Petal:;
   target species;
run;

%let knl = polynom;
proc svm data=_iris dmdbcat=_cat kernel=&knl c=1 K_PAR =3 cv=loo;
   title "The kernel is &knl";
   ods output restab = &knl;
   var Sepal: Petal:;
   target species;
run;

%let knl = sigmoid;
proc svm data=_iris dmdbcat=_cat kernel=&knl c=1 K_PAR=1 K_PAR2=1 cv=loo;
   title "The kernel is &knl";
   ods output restab = &knl;
   var Sepal: Petal:;
   target species;
run;

data total;   
   set linear rbf polynom sigmoid;
   where label1 in ('Kernel Function','Classification Error (Loo)');
   cValue1 = lag(cValue1);
   if missing(nValue1) = 0;
run;

proc sgplot data=total;
   title " ";
   vbar cValue1 / response = nValue1;
   xaxis label = "Selection of kernel";
   yaxis label = "Classification Error by Leave-one-out Cross Validation"; 
run;