Empirical comparison of cross-validation and internal metrics for tuning SVM hyperparameters.
Edson DuarteJacques WainerPublished in: Pattern Recognit. Lett. (2017)
Keyphrases
- cross validation
- hyperparameters
- support vector
- grid search
- model selection
- ls svm
- regression problems
- training set
- gaussian process
- regularization parameter
- support vector machine
- gaussian processes
- support vector machine svm
- kernel function
- generalization error
- parameter optimization
- closed form
- machine learning
- bayesian inference
- knn
- generalization ability
- em algorithm
- feature selection
- support vector regression
- svm classifier
- kernel parameters
- information criterion
- random sampling
- data sets
- maximum likelihood
- active learning
- feature extraction
- rbf kernel