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Open AccessJournal ArticleDOI

Choosing Multiple Parameters for Support Vector Machines

TLDR
The problem of automatically tuning multiple parameters for pattern recognition Support Vector Machines (SVMs) is considered by minimizing some estimates of the generalization error of SVMs using a gradient descent algorithm over the set of parameters.
Abstract
The problem of automatically tuning multiple parameters for pattern recognition Support Vector Machines (SVMs) is considered. This is done by minimizing some estimates of the generalization error of SVMs using a gradient descent algorithm over the set of parameters. Usual methods for choosing parameters, based on exhaustive search become intractable as soon as the number of parameters exceeds two. Some experimental results assess the feasibility of our approach for a large number of parameters (more than 100) and demonstrate an improvement of generalization performance.

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Citations
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Proceedings ArticleDOI

Beyond Covariance: Feature Representation with Nonlinear Kernel Matrices

TL;DR: This paper proposes an open framework to use the kernel matrix over feature dimensions as a generic representation and discusses its properties and advantages, which significantly elevates covariance representation to the unlimited opportunities provided by this new representation.
Journal ArticleDOI

Prediction of heat load in district heating systems by Support Vector Machine with Firefly searching algorithm

TL;DR: The experimental results show that the developed SVM-FFA models can be used with certainty for further work on formulating novel model predictive strategies in district heating systems.
Proceedings ArticleDOI

Deep Fisher Kernels -- End to End Learning of the Fisher Kernel GMM Parameters

TL;DR: A gradient descent based learning algorithm is introduced that, in contrast to other feature learning techniques, is not just derived from intuition or biological analogy, but has a theoretical justification in the framework of statistical learning theory.
Journal ArticleDOI

Gene selection algorithms for microarray data based on least squares support vector machine.

TL;DR: The proposed gene selection approaches can provide gene subsets leading to more accurate classification results, while their computational complexity is comparable to the existing methods.
Proceedings ArticleDOI

Efficient parameter selection for support vector machines in classification and regression via model-based global optimization

TL;DR: In this paper, an online Gaussian process model of the error surface in parameter space and sampling systematically at points for which the so-called expected improvement is highest was proposed to find good SVM parameters.
References
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Book

The Nature of Statistical Learning Theory

TL;DR: Setting of the learning problem consistency of learning processes bounds on the rate of convergence ofLearning processes controlling the generalization ability of learning process constructing learning algorithms what is important in learning theory?
Journal ArticleDOI

Support-Vector Networks

TL;DR: High generalization ability of support-vector networks utilizing polynomial input transformations is demonstrated and the performance of the support- vector network is compared to various classical learning algorithms that all took part in a benchmark study of Optical Character Recognition.

Statistical learning theory

TL;DR: Presenting a method for determining the necessary and sufficient conditions for consistency of learning process, the author covers function estimates from small data pools, applying these estimations to real-life problems, and much more.
Book

An Introduction to Support Vector Machines and Other Kernel-based Learning Methods

TL;DR: This is the first comprehensive introduction to Support Vector Machines (SVMs), a new generation learning system based on recent advances in statistical learning theory, and will guide practitioners to updated literature, new applications, and on-line software.
Journal ArticleDOI

Molecular classification of cancer: class discovery and class prediction by gene expression monitoring.

TL;DR: A generic approach to cancer classification based on gene expression monitoring by DNA microarrays is described and applied to human acute leukemias as a test case and suggests a general strategy for discovering and predicting cancer classes for other types of cancer, independent of previous biological knowledge.