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Optimal Hyper-Parameter Tuning of SVM Classifiers With Application to Medical Diagnosis
Author(s) -
Alfonso Rojas-Dominguez,
Luis Carlos Padierna,
Juan Martin Carpio Valadez,
Hector J. Puga-Soberanes,
Hector J. Fraire
Publication year - 2018
Publication title -
ieee access
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.587
H-Index - 127
ISSN - 2169-3536
DOI - 10.1109/access.2017.2779794
Subject(s) - aerospace , bioengineering , communication, networking and broadcast technologies , components, circuits, devices and systems , computing and processing , engineered materials, dielectrics and plasmas , engineering profession , fields, waves and electromagnetics , general topics for engineers , geoscience , nuclear engineering , photonics and electrooptics , power, energy and industry applications , robotics and control systems , signal processing and analysis , transportation
Proper tuning of hyper-parameters is essential to the successful application of SVM-classifiers. Several methods have been used for this problem: grid search, random search, estimation of distribution Algorithms (EDAs), bio-inspired metaheuristics, among others. The objective of this paper is to determine the optimal method among those that recently reported good results: Bat algorithm, Firefly algorithm, Fruit-fly optimization algorithm, particle Swarm optimization, Univariate Marginal Distribution Algorithm (UMDA), and Boltzmann-UMDA. The criteria for optimality include measures of effectiveness, generalization, efficiency, and complexity. Experimental results on 15 medical diagnosis problems reveal that EDAs are the optimal strategy under such criteria. Finally, a novel performance index to guide the optimization process, that improves the generalization of the solutions while maintaining their effectiveness, is presented.

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