Help with SVM algorithm (under optimization loop)

@rogerius1st you might want to tell us more about your problem. It seems this is (currently) a multi class problem. For that I would recommend reading the entries in my collection under the (well) “[multiclass]” section. Though from looking at your data there is not so much that a model would be able to use. You also might want to make clear what columns are features (is “Munic-yyyy-MM” an ID or a feature?) and which column is the target “Effect (Mean)Class(S)” I assume.

If you absolutely must have a SVM you might also try this implementation which seems to support multi-class tasks:

I would recommend using LogLoss as a metric and maybe try to use the H2O.ai AutoML node to get a first idea about where you stand. As it happens I have recently prepared two examples for multi-class problems. Though I am not convinced that this would work in your case since you have very little data it seems. You might try and formulate this as a regression problem or use a (simple) correlation to see if you get results and have a connection between your variables.

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