Journal Article


Parameter selection of Gaussian kernel SVM based on local density of training set

Abstract

Support vector machine (SVM) is regarded as one of the most effective techniques for supervised learning, while the Gaussian kernel SVM is widely utilized due to its excellent performance capabilities. To ensure high performance of models, hyperparameters, i.e. kernel width and penalty factor must be determined appropriately. This paper studies the influence of hyperparameters on the Gaussian kernel SVM when such hyperparameters attain an extreme value (0 or ∞). In order to improve computing efficiency, a parameter optimization method based on the local density and accuracy of Leave-One-Out (LOO) method are proposed. Kernel width of each sample is determined based on the local density needed to ensure a higher separability in feature space while the penalty parameter is determined by an improved grid search using the LOO method. A comparison with grid method is conducted to verify validity of the proposed method. The classification accuracy of five real-life datasets from UCI database are 0.9733, 0.9933, 0.7270, 0.6101 and 0.8867, which is slightly superior to the grid method. The results also demonstrate that this proposed method is computationally cheaper by 1 order of magnitude when compared to the grid method.

Attached files

Authors

Yang Jiawei
Wu Zeping
Peng Ke
Okolo, Patrick N.
Zhang Weihua
Zhao Hailong
Sun Jingbo

Oxford Brookes departments

School of Engineering, Computing and Mathematics

Dates

Year of publication: 2020
Date of RADAR deposit: 2020-08-21


Creative Commons License This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License


Related resources

This RADAR resource is the Accepted Manuscript of Parameter selection of Gaussian kernel SVM based on local density of training set

Details

  • Owner: Joseph Ripp
  • Collection: Outputs
  • Version: 1 (show all)
  • Status: Live