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A Meta-Learning Method to Select the Kernel Width in Support Vector Regression

Machine LearningPublished 13 February 2004Open access
Carlos Soares, Pavel Brazdil, Petr Kuba
Citations183
SJR quartileQ1
SJR score1.15
SNIP2.14
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TL;DR

A meta-learning methodology that can select settings with low error while providing significant savings in time is proposed and applied to set the width of the Gaussian kernel.

Abstract

The Support Vector Machine algorithm is sensitive to the choice of parameter settings. If these are not set correctly, the algorithm may have a substandard performance. Suggesting a good setting is thus an important problem. We propose a meta-learning methodology for this purpose and exploit information about the past performance of different settings. The methodology is applied to set the width of the Gaussian kernel. We carry out an extensive empirical evaluation, including comparisons with other methods (fixed default ranking; selection based on cross-validation and a heuristic method commonly used to set the width of the SVM kernel). We show that our methodology can select settings with low error while providing significant savings in time. Further work should be carried out to see how the methodology could be adapted to different parameter setting tasks.

Keywords

Computer Science