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Default values for nu and tol in OneClassSVM
See original GitHub issueI think the default value for nu in the OneClassSVM should be 0.1 and not 0.5. As nu roughly corresponds to the fraction of outliers, it makes more sense to set it to a lower value.
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- State:
- Created 5 years ago
- Comments:9 (7 by maintainers)
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libsvm indeed has
Maybe they just wanted to have it consistent between the three classes, which is indeed not a good reason.
Relevant statement from http://users.cecs.anu.edu.au/~williams/papers/P132.pdf:
From the discussion in the paper it looks like 0.1 would indeed make more sense if we want to be consistent with the other estimators.
I let this issue open since it could make sense to change the default values of
OneClassSVM. I closed the associated PR since we need more investigation regarding the stability of the algorithm with a smallernudefault value.