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IJCNN
2007
IEEE

Evaluation of Performance Measures for SVR Hyperparameter Selection

9 years 4 months ago
Evaluation of Performance Measures for SVR Hyperparameter Selection
— To obtain accurate modeling results, it is of primal importance to find optimal values for the hyperparameters in the Support Vector Regression (SVR) model. In general, we search for those parameters that minimize an estimate of the generalization error. In this study, we empirically investigate different performance measures found in the literature: k-fold cross-validation, the computationally intensive, but almost unbiased leave-oneout error, its upper bounds – radius/margin and span bound –, Vapnik’s measure, which uses an estimate of the VC dimension, and the regularized risk functional itself. For each of the estimates we focus on accuracy, complexity and the presence of local minima. The latter significantly influences the applicability of gradient-based search techniques to determine the optimal parameters.
Koen Smets, Brigitte Verdonk, Elsa Jordaan
Added 03 Jun 2010
Updated 03 Jun 2010
Type Conference
Year 2007
Where IJCNN
Authors Koen Smets, Brigitte Verdonk, Elsa Jordaan
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