Novel linear search for support vector machine parameter selection

作     者：Hong-xia PANG Wen-de DONG Zhi-hai XU Hua-jun FENG Qi LI Yue-ting CHEN 

作者机构：State Key Laboratory of Optical Instrumentation Zhejiang University Hangzhou 310027 China 

出 版 物：《Journal of Zhejiang University-Science C(Computers and Electronics)》 (浙江大学学报C辑（计算机与电子（英文版）)

年 卷 期：2011年第12卷第11期

页      面：885-896页

核心收录：

学科分类：0810[工学-信息与通信工程] 12[管理学] 1201[管理学-管理科学与工程(可授管理学、工学学位)] 081104[工学-模式识别与智能系统] 08[工学] 0805[工学-材料科学与工程（可授工学、理学学位）] 0835[工学-软件工程] 0811[工学-控制科学与工程] 0812[工学-计算机科学与技术（可授工学、理学学位）] 

基　　金：supported by the National Basic Research Program (973) of China (No. 2009CB724006) the National Natural Science Foun-dation of China (No. 60977010) 

主　　题：Support vector machine (SVM) Rough line rule Parameter selection Linear search Motion prediction 

摘      要：Selecting the optimal parameters for support vector machine (SVM) has long been a hot research topic. Aiming for support vector classification/regression (SVC/SVR) with the radial basis function (RBF) kernel, we summarize the rough line rule of the penalty parameter and kernel width, and propose a novel linear search method to obtain these two optimal parameters. We use a direct-setting method with thresholds to set the epsilon parameter of SVR. The proposed method directly locates the right search field, which greatly saves computing time and achieves a stable, high accuracy. The method is more competitive for both SVC and SVR. It is easy to use and feasible for a new data set without any adjustments, since it requires no parameters to set.