Authors
Emilio G Ortiz-García, Sancho Salcedo-Sanz, Ángel M Pérez-Bellido, Jose A Portilla-Figueras
Publication date
2009/10/1
Journal
Neurocomputing
Volume
72
Issue
16-18
Pages
3683-3691
Publisher
Elsevier
Description
The selection of hyper-parameters in support vector machines (SVM) is a key point in the training process of these models when applied to regression problems. Unfortunately, an exact method to obtain the optimal set of SVM hyper-parameters is unknown, and search algorithms are usually applied to obtain the best possible set of hyper-parameters. In general these search algorithms are implemented as grid searches, which are time consuming, so the computational cost of the SVM training process increases considerably. This paper presents a novel study of the effect of including reductions in the range of SVM hyper-parameters, in order to reduce the SVM training time, but with the minimum possible impact in its performance. The paper presents reduction in parameter C, by considering its relation with the rest of SVM hyper-parameters (γ and ε), through an approximation of the SVM model. On the other hand …
Total citations
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