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What types of SVM models built in R can I export to PMML?

You can basically export any SVM models you build using the ksvm R package into PMML by using the PMML package available in CRAN. With this package, a PMML representation can be obtained for SVMs implementing:
  • multi-class classification (see below for details)
  • binary classifcation
  • regression
Note that it also implements transformations for the input variables by following the scaling scheme used by ksvm. It also uses transformations to create dummy variables for any categorical inputs.

We have encountered an issue with ksvm while building the dummy-fication piece. Basically, except for the first categorical variable in a model, all other categorical variables loose their first input category. That is, ksvm does not create a dummy variable for the first category (which is not really a problem for model building or scoring. It is a cosmetic issue though). We have already pointed this out to the author of ksvm. For now, the PMML export code mimics this issue so that you can get a match during scoring.

The example below shows how to train a support vector machine to perform binary classification using the audit dataset provided by Togaware (thanks to Graham Williams).

library(kernlab);

library(XML);

library(pmml);

audit <- read.csv(file("http://rattle.togaware.com/audit.csv"));

myksvm <- ksvm(as.factor(TARGET_Adjusted) ~ ., data=audit[,c(2:10,13)], kernel="rbfdot", prob.model=TRUE);

saveXML(pmml(myksvm, data=audit), "AuditSVM.pmml");


BTW, any models you build in ksvm and export using the PMML package can be uploaded directly into ADAPA for scoring.

 

SVM element in PMML allows for multiclass-classification


ADAPA fully supports multi-class classification for SVMs using one-against-all approach (also known as one-against-rest) and one-against-one.

For multiclass-classification with k classes, k > 2, the R ksvm function uses the `one-against-one'-approach, in which k(k-1)/2 binary classifiers are trained; the appropriate class is found by a voting scheme.

In PMML, the one-against-one approach is supported via the definition for each machine of an extra alternate target category given that all k(k-1)/2 machines are binary classifiers.

Voting schemes for multiclass-classification problems in SVM are described in:


C.-W. Hsu and C.-J. Lin
A comparison on methods for multi-class support vector machines
IEEE Transactions on Neural Networks, 13(2002) 415-425.
http://www.csie.ntu.edu.tw/~cjlin/papers/multisvm.ps.gz

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