[MADLIB-1384] Change default num_components for SVM to max(100, 2*num_features)

• Type: Improvement
• Status: Closed
• Priority: Major
• Resolution: Fixed
• Fix Version/s: v1.17
• Component/s: Module: Support Vector Machines
• Assignee: Unassigned
• Reporter: Frank McQuillan
• Created: 30/Sep/19 23:59
• Updated: 07/Oct/19 17:15
• Resolved: 07/Oct/19 17:15

Description

Currently
http://madlib.apache.org/docs/latest/group__grp__svm.html#kernel_params
says

n_components
Default: 2*num_features. The dimensionality of the transformed feature space. A larger value lowers the variance of the estimate of the kernel but requires more memory and takes longer to train.

but this produces poor decision boundaries for small num_features. I suggest we change the default to

n_components
Default: max(100, 2*num_features). The dimensionality of the transformed feature space. A larger value lowers the variance of the estimate of the kernel but requires more memory and takes longer to train.