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Choosing Multiple Parameters for Support Vector Machines

MPG-Autoren
http://pubman.mpdl.mpg.de/cone/persons/resource/persons83855

Chapelle,  O
Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society;

http://pubman.mpdl.mpg.de/cone/persons/resource/persons83824

Vapnik V, Bousquet,  O
Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society;

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Zitation

Chapelle, O., Vapnik V, Bousquet, O., & Mukherjee, S. (2002). Choosing Multiple Parameters for Support Vector Machines. Machine Learning, 46(1), 131-159.


Zitierlink: http://hdl.handle.net/11858/00-001M-0000-0013-E090-1
Zusammenfassung
The problem of automatically tuning multiple parameters for pattern recognition Support Vector Machines (SVM) is considered. This is done by minimizing some estimates of the generalization error of SVMs using a gradient descent algorithm over the set of parameters. Usual methods for choosing parameters, based on exhaustive search become intractable as soon as the number of parameters exceeds two. Some experimental results assess the feasibility of our approach for a large number of parameters (more than 100) and demonstrate an improvement of generalization performance.