C and gamma range selection

AI & Machine learning
1

Course Name: Trading with Machine Learning: Classification and SVM, Section No: 5, Unit No: 10, Unit type: Exercise



Hello,



Are the ranges for the parameters c and gamma with rbf kernel must obey on any rules? eg. min value, steps,… 



Thank you

2

Hi Eric,



There are no set rules for them, but it would help if you could intuitively decide on a probable range and then run GridSearch. You may refer to the official documentation here for guidelines or this post here on StackExchange.



Hope this helps!