Journal Article PreJuSER-48496

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Efficient Optimization of Support Vector Machine Learning Parameters for Unbalanced Data Sets

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2006
North-Holland Amsterdam [u.a.]

Journal of Computational and Applied Mathematics 196, 425 - 436 () [10.1016/j.cam.2005.09.009]

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Abstract: Support vector machines are powerful kernel methods for classification and regression tasks. If trained optimally, they produce excellent separating hyperplanes. The quality of the training, however, depends not only on the given training data but also on additional learning parameters, which are difficult to adjust, in particular for unbalanced datasets. Traditionally, grid search techniques have been used for determining suitable values for these parameters. In this paper, we propose an automated approach to adjusting the learning parameters using a derivative-free numerical optimizer. To make the optimization process more efficient, a new sensitive quality measure is introduced. Numerical tests with a well-known dataset show that our approach can produce support vector machines that are very well tuned to their classification tasks. (c) 2005 Elsevier B.V. All rights reserved.

Keyword(s): J ; support vector machine (auto) ; parameter tuning (auto) ; unbalanced datasets (auto) ; derivative-free optimization (auto)

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Note: Record converted from VDB: 12.11.2012

Contributing Institute(s):
  1. Zentralinstitut für Angewandte Mathematik (ZAM)
Research Program(s):
  1. Scientific Computing (P41)

Appears in the scientific report 2006
Database coverage:
JCR ; Science Citation Index Expanded ; Thomson Reuters Master Journal List ; Web of Science Core Collection
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 Record created 2012-11-13, last modified 2018-02-10



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