The paper presents the method of tuning the support vector machine hyperparameters by minimizing an estimate of the leave-one-out error known as radius/margin bound. The quality of the method, in terms of classification accuracy and generalization rate was tested against an exhaustive grid-search in hyperparameter space using a 2- dimensional Banana dataset.

Date Published: 15 October 2012
PDF: 8 pages
Proc. SPIE 8454, Photonics Applications in Astronomy, Communications, Industry, and High-Energy Physics Experiments 2012, 845423 (15 October 2012); doi: 10.1117/12.2002318

Published in SPIE Proceedings Vol. 8454:
Photonics Applications in Astronomy, Communications, Industry, and High-Energy Physics Experiments 2012
Ryszard S. Romaniuk, Editor(s)