Multi-objective model selection for support vector machines

  • Authors:
  • Christian Igel

  • Affiliations:
  • Institute for Neurocomputing, Ruhr-University Bochum, Bochum, Germany

  • Venue:
  • EMO'05 Proceedings of the Third international conference on Evolutionary Multi-Criterion Optimization
  • Year:
  • 2005

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Abstract

In this article, model selection for support vector machines is viewed as a multi-objective optimization problem, where model complexity and training accuracy define two conflicting objectives. Different optimization criteria are evaluated: Split modified radius margin bounds, which allow for comparing existing model selection criteria, and the training error in conjunction with the number of support vectors for designing sparse solutions.