Estimation of the regularization parameter for support vectorregression
Jordaan, E.M.; Smits, G.F.
Neural Networks, 2002. IJCNN apos;02. Proceedings of the 2002 International Joint Conference on
Volume 3, Issue , 2002 Page(s):2192 - 2197
Digital Object Identifier 10.1109/IJCNN.2002.1007481
Summary:Support vector machines use a regularization parameter C to
regulate the trade-off between the complexity of the model and the
empirical risk of the model. Most of the techniques available for
determining the optimal value of C are very time consuming. For
industrial applications of the SVM method, there is a need for a fast
and robust method to estimate C. A method based on the characteristics
of the kernel, the range of output values and the size of the
ε-insensitive zone, is proposed
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