Automatic Hyperparameter Tuning for Support Vector Machines

  • Authors:
  • Davide Anguita;Sandro Ridella;Fabio Rivieccio;Rodolfo Zunino

  • Affiliations:
  • -;-;-;-

  • Venue:
  • ICANN '02 Proceedings of the International Conference on Artificial Neural Networks
  • Year:
  • 2002

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Abstract

This work describes the application of the Maximal Discrepancy (MD) criterion to the process of hyperparameter setting in SVMs and points out the advantages of such an approach over existing theoretical and practical frameworks.The resulting theoretical predictions are compared with a k-fold cross-validation empirical method on some benchmark datasets showing that the MD technique can be used for automatic SVM model selection.