A Self-tuning Multiobjective Genetic Algorithm with Application in the SVM Classification

Abstract

In this paper we suggest the self-tuning multiobjective genetic algorithm (STMGA) based on the NSGA-II. This new algorithm is aimed to improve the SVM classification quality. The quality classification indicators such as overall accuracy, specificity, sensitivity and a number of support vectors represent the objective functions in the STMGA. The ways for realizing the self-tuning of the such STMGA parameters as the crossover probability, the crossover distribution index and the mutation distribution index have been proposed and investigated. The considered STMGA is more flexible in the context of selecting its parameters’ values and allows to refuse from the use of the parameters’ values which are set manually. In the case of the radial basis kernel function used for the SVM classifier development, the STMGA finds the Pareto-front of such parameters values as the regularization parameter value and the Gaussian kernel parameter value which give the best values in the chosen set of the classification quality indicators. The experimental results obtained on the basis of the model and real datasets of loan scoring, medical and technical diagnostics, etc. confirm the efficiency of the proposed STMGA.