Nature inspired optimization tools for SVMs - NIOTS

Abstract

Support Vector Machines (SVMs) technique for achieving classifiers and regressors. However, to obtain models with high accuracy and low complexity, it is necessary to define the kernel parameters as well as the parameters of the training model, which are called hyperparameters. The challenge of defining the more suitable value to hyperparameters is called the Parameter Selection Problem (PSP). However, minimizing the complexity and maximizing the generalization capacity of the SVMs are conflicting criteria. Therefore, we propose the Nature Inspired Optimization Tools for SVMs (NIOTS) that offers a method to automate the search process for the best possible solution for the PSP, allowing the user to quickly obtain several sets of good solutions and choose the one most appropriate for his specific problem. • The PSP has been modeled as a Multiobjective Optimization Problem (MOP) with two objectives: (1) good precision and (2) low complexity (low number of support vectors). • The user can evaluate multiple solutions included in the Pareto front, in terms of precision and low complexity of the model. • Apart from the Adaptive Parameter with Mutant Tournament Multiobjective Differential Evolution (APMT-MODE), the user can choose other metaheuristics and also among several kernel options.

Keywords

• Support vectors machines
• Parameters selection problem
• Adaptive parameters control
• Differential evolution algorithm
• Multi-objective optimization problem