October  2005, 1(4): 465-476. doi: 10.3934/jimo.2005.1.465

Optimal parameter selection in support vector machines

1. 

Department of Computer Science, University of Bayreuth, 95440 Bayreuth, Germany

Received  May 2005 Revised  August 2005 Published  October 2005

The purpose of the paper is to apply a nonlinear programming algorithm for computing kernel and related parameters of a support vector machine (SVM) by a two-level approach. Available training data are split into two groups, one set for formulating a quadratic SVM with $L_2$-soft margin and another one for minimizing the generalization error, where the optimal SVM variables are inserted. Subsequently, the total generalization error is evaluated for a separate set of test data. Derivatives of functions by which the optimization problem is defined, are evaluated in an analytical way, where an existing Cholesky decomposition needed for solving the quadratic SVM, is exploited. The approach is implemented and tested on a couple of standard data sets with up to 4,800 patterns. The results show a significant reduction of the generalization error, an increase of the margin, and a reduction of the number of support vectors in all cases where the data sets are sufficiently large. By a second set of test runs, kernel parameters are assigned to individual features. Redundant attributes are identified and suitable relative weighting factors are computed.
Citation: K. Schittkowski. Optimal parameter selection in support vector machines. Journal of Industrial & Management Optimization, 2005, 1 (4) : 465-476. doi: 10.3934/jimo.2005.1.465
[1]

Yubo Yuan, Weiguo Fan, Dongmei Pu. Spline function smooth support vector machine for classification. Journal of Industrial & Management Optimization, 2007, 3 (3) : 529-542. doi: 10.3934/jimo.2007.3.529

[2]

Jian Luo, Shu-Cherng Fang, Yanqin Bai, Zhibin Deng. Fuzzy quadratic surface support vector machine based on fisher discriminant analysis. Journal of Industrial & Management Optimization, 2016, 12 (1) : 357-373. doi: 10.3934/jimo.2016.12.357

[3]

Yubo Yuan. Canonical duality solution for alternating support vector machine. Journal of Industrial & Management Optimization, 2012, 8 (3) : 611-621. doi: 10.3934/jimo.2012.8.611

[4]

Ye Tian, Wei Yang, Gene Lai, Menghan Zhao. Predicting non-life insurer's insolvency using non-kernel fuzzy quadratic surface support vector machines. Journal of Industrial & Management Optimization, 2019, 15 (2) : 985-999. doi: 10.3934/jimo.2018081

[5]

Xin Li, Ziguan Cui, Linhui Sun, Guanming Lu, Debnath Narayan. Research on iterative repair algorithm of Hyperchaotic image based on support vector machine. Discrete & Continuous Dynamical Systems - S, 2019, 12 (4&5) : 1199-1218. doi: 10.3934/dcdss.2019083

[6]

Radu Ioan Boţ, Anca Grad, Gert Wanka. Sequential characterization of solutions in convex composite programming and applications to vector optimization. Journal of Industrial & Management Optimization, 2008, 4 (4) : 767-782. doi: 10.3934/jimo.2008.4.767

[7]

Jiayu Shen, Yuanguo Zhu. An uncertain programming model for single machine scheduling problem with batch delivery. Journal of Industrial & Management Optimization, 2019, 15 (2) : 577-593. doi: 10.3934/jimo.2018058

[8]

Ning Lu, Ying Liu. Application of support vector machine model in wind power prediction based on particle swarm optimization. Discrete & Continuous Dynamical Systems - S, 2015, 8 (6) : 1267-1276. doi: 10.3934/dcdss.2015.8.1267

[9]

Yanqin Bai, Pengfei Ma, Jing Zhang. A polynomial-time interior-point method for circular cone programming based on kernel functions. Journal of Industrial & Management Optimization, 2016, 12 (2) : 739-756. doi: 10.3934/jimo.2016.12.739

[10]

Hong-Gunn Chew, Cheng-Chew Lim. On regularisation parameter transformation of support vector machines. Journal of Industrial & Management Optimization, 2009, 5 (2) : 403-415. doi: 10.3934/jimo.2009.5.403

[11]

Jiang Xie, Junfu Xu, Celine Nie, Qing Nie. Machine learning of swimming data via wisdom of crowd and regression analysis. Mathematical Biosciences & Engineering, 2017, 14 (2) : 511-527. doi: 10.3934/mbe.2017031

[12]

Mingbao Cheng, Shuxian Xiao, Guosheng Liu. Single-machine rescheduling problems with learning effect under disruptions. Journal of Industrial & Management Optimization, 2018, 14 (3) : 967-980. doi: 10.3934/jimo.2017085

[13]

Maria Gabriella Mosquera, Vlado Keselj. Identifying electronic gaming machine gambling personae through unsupervised session classification. Big Data & Information Analytics, 2017, 2 (2) : 141-175. doi: 10.3934/bdia.2017015

[14]

Cai-Tong Yue, Jing Liang, Bo-Fei Lang, Bo-Yang Qu. Two-hidden-layer extreme learning machine based wrist vein recognition system. Big Data & Information Analytics, 2017, 2 (1) : 59-68. doi: 10.3934/bdia.2017008

[15]

Xingong Zhang. Single machine and flowshop scheduling problems with sum-of-processing time based learning phenomenon. Journal of Industrial & Management Optimization, 2017, 13 (5) : 1-14. doi: 10.3934/jimo.2018148

[16]

Ping Yan, Ji-Bo Wang, Li-Qiang Zhao. Single-machine bi-criterion scheduling with release times and exponentially time-dependent learning effects. Journal of Industrial & Management Optimization, 2019, 15 (3) : 1117-1131. doi: 10.3934/jimo.2018088

[17]

Marek Fila, Kazuhiro Ishige, Tatsuki Kawakami. Convergence to the Poisson kernel for the Laplace equation with a nonlinear dynamical boundary condition. Communications on Pure & Applied Analysis, 2012, 11 (3) : 1285-1301. doi: 10.3934/cpaa.2012.11.1285

[18]

Jake Bouvrie, Boumediene Hamzi. Kernel methods for the approximation of some key quantities of nonlinear systems. Journal of Computational Dynamics, 2017, 4 (1&2) : 1-19. doi: 10.3934/jcd.2017001

[19]

Kazuhiro Ishige, Tatsuki Kawakami, Kanako Kobayashi. Global solutions for a nonlinear integral equation with a generalized heat kernel. Discrete & Continuous Dynamical Systems - S, 2014, 7 (4) : 767-783. doi: 10.3934/dcdss.2014.7.767

[20]

Ye Tian, Cheng Lu. Nonconvex quadratic reformulations and solvable conditions for mixed integer quadratic programming problems. Journal of Industrial & Management Optimization, 2011, 7 (4) : 1027-1039. doi: 10.3934/jimo.2011.7.1027

2017 Impact Factor: 0.994

Metrics

  • PDF downloads (10)
  • HTML views (0)
  • Cited by (13)

Other articles
by authors

[Back to Top]