Efficient tuning of SVM hyperparameters using radius/margin bound and iterative algorithms

被引:234
作者
Keerthi, SS [1 ]
机构
[1] Natl Univ Singapore, Dept Mech Engn, Singapore 119260, Singapore
来源
IEEE TRANSACTIONS ON NEURAL NETWORKS | 2002年 / 13卷 / 05期
关键词
hyperparameter tuning; support vector machines (SVMS);
D O I
10.1109/TNN.2002.1031955
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
This paper discusses implementation issues related to the tuning of the hyperparameters of a support vector machine (SVM) with L-2 soft margin, for which the radius/margin bound is taken as the index to be minimized, and iterative techniques are employed for computing radius and margin. The implementation is shown to be feasible and efficient, even for large problems having more than 10000 support vectors.
引用
收藏
页码:1225 / 1229
页数:5
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