has anyone tried SVM classifier? I’d like to try to stack it in my ensamble but since the hyperparameter
search of SVM in R is quite time consuming i haven’t tried it yet
You could try using the kernlab package. The ksvm function estimates the sigma value from the data, so you only need to search for the C hyperparameter.
I do not have much experience with it, but in your case it seems worth a try.