Multi-objective optimization and Meta-learning for SVM parameter selection

Support Vector Machines (SVMs) have become a well succeed technique due to the good performance it achieves on different learning problems. However, the performance depends on adjustments on its model. The automatic SVM parameter selection is a way to deal with this. This approach is considered an optimization problem whose goal is to find suitable configuration of parameters which attends some learning problem. This work proposes the use of Particle Swarm Optimization (PSO) to treat the SVM parameter selection problem. As the design of learning systems is inherently a multi-objective optimization problem, a multi-objective PSO (MOPSO) was used to maximize the success rate and minimize the number of support vectors of the model. Moreover, we propose the combination of Meta-Learning (ML) with MOPSO to the cited problem. ML is used to recommend SVM parameters, to a given input problem, based on well-succeeded parameters adopted in previous similar problems. In this combination, initial solutions provided by ML are possibly located in good regions in the search space. Hence, using a reduced number of candidate search points, the search process, to find an adequate solution, would be less expensive. We highlight that, the combination of search algorithms with ML was just studied in the single objective field and the use of MOPSO in this context has not been investigated. In our work, we implemented a prototype in which MOPSO was used to select the values of two SVM parameters for classification problems. In the performed experiments, the proposed solution (MOPSO using ML or Hybrid MOPSO) was compared to a MOPSO with random initialization, obtaining paretos with higher quality on a set of 40 classification problems.