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A Method to Determine the Hyper-Parameter Range for Tuning RBF Support Vector Machines

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4 Author(s)
Huichuan Duan ; Sch. of Inf. Sci. & Eng., Shandong Normal Univ., Jinan, China ; Ruijin Wang ; Xiyu Liu ; Hong Liu

A method to determine C,γ , the hyper-parameters, range for Radial Basis Function Support Vector Machines (RBF SVMs) is proposed. The γ range is determined by the extreme Squared Euclidean Distance (SED) quantiles of the training set, and the C range is determined by one pass whole training set training decreasingly along logγmax to the over-regularized limit first and increasingly along logγmedian to the over-fitted limit then. We will report detailed analysis and experiments that well justify the proposed method. The major contribution of this method lies in that it provides a well principled and easy to practice way to set a much smaller C,γ space and hence efficient range for the conventional Grid Search with V-fold Cross-Validation (GS V-FCV) exhaustive hyper-parameter tuning method. Performance tests reveal that training SVMs using GS V-FCV in the C,γ range determined by the proposed method can effectively reduce the tuning time while the exhaustive capability and best test error rate are still preserved.

Published in:

E-Product E-Service and E-Entertainment (ICEEE), 2010 International Conference on

Date of Conference:

7-9 Nov. 2010