A two-level approach to choose the cost parameter in support vector machines

  • Authors:
  • Yulin Dong;Zhonghang Xia;Zunquan Xia

  • Affiliations:
  • Department of Applied Mathematics, Dalian University of Technology, Dalian 116024, China;Department of Computer Science, Western Kentucky University, KY42101, USA;Department of Applied Mathematics, Dalian University of Technology, Dalian 116024, China

  • Venue:
  • Expert Systems with Applications: An International Journal
  • Year:
  • 2008

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Abstract

A new SVM model used to calculate the optimal value of cost parameter C for particular problems of linearity non-separability of data is presented in this paper. The new SVM model is formulated in the form of one of MPEC problems with an integer objective function. A lower bound, positive number, C"0 is required to provide for avoiding choosing a candidate set of C. Numerical experiments show that this model for choice of C is suitable for solving SVM problems.