Random subspace method and genetic algorithm applied to a LS-SVM ensemble

Authors:
Carlos Padilha;Adrião Dória Neto;Jorge Melo
Affiliations:
Department of Computer Engineering and Automation, Federal University of Rio Grande do Norte, Natal, Brazil;Department of Computer Engineering and Automation, Federal University of Rio Grande do Norte, Natal, Brazil;Department of Computer Engineering and Automation, Federal University of Rio Grande do Norte, Natal, Brazil
Venue:
ICANN'12 Proceedings of the 22nd international conference on Artificial Neural Networks and Machine Learning - Volume Part II
Year:
2012

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Abstract

The Least Squares formulation of SVM (LS-SVM) finds the solution by solving a set of linear equations instead of quadratic programming implemented in SVM. The LS-SVMs provide some free parameters that have to be correctly chosen in order that the performance. Lots of tools have been developed to improve their performance, mainly the development of new classifying methods and the employment of ensembles. So, in this paper, our proposal is to use both the theory of ensembles and a genetic algorithm to enhance the LS-SVM classification. First, we randomly divide the problem into subspaces to generate diversity among the classifiers of the ensemble. So, we apply a genetic algorithm to find the values of the LS-SVM parameters and also to find the weights of the linear combination of the ensemble members, used to take the final decision.