Model Selection for Support Vector Classifiers via Genetic Algorithms. An Application to Medical Decision Support

摘要

This paper addresses the problem of tuning hyperparame-ters in support vector machine modeling. A Genetic Algorithm-based wrapper, which seeks to evolve hyperparameter values using an empirical error estimate as a fitness function, is proposed and experimentally evaluated on a medical dataset. Model selection is then fully automated. Unlike other hyperparameters tuning techniques, genetic algorithms do not require supplementary information making them well suited for practical purposes. This approach was motivated by an application where the number of parameters to adjust is greater than one. This method produces satisfactory results.