Evolutionary feature and parameter selection in support vector regression

  • Authors:
  • Iván Mejía-Guevara;Ángel Kuri-Morales

  • Affiliations:
  • Instituto de Investigaciones en Matemáticas Aplicadas y Sistemas, Universidad Nacional Autónoma de México, D. F., México;Departamento de Computación, Instituto Tecnológico Autónomo de México, D. F., México

  • Venue:
  • MICAI'07 Proceedings of the artificial intelligence 6th Mexican international conference on Advances in artificial intelligence
  • Year:
  • 2007

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Abstract

A genetic approach is presented in this article to deal with two problems: a) feature selection and b) the determination of parameters in Support Vector Regression (SVR). We consider a kind of genetic algorithm (GA) in which the probabilities of mutation and crossover are determined in the evolutionary process. Some empirical experiments are made to measure the efficiency of this algorithm against two frequently used approaches.