Combining a multi-objective optimization approach with meta-learning for SVM parameter selection

Abstract

Support Vector Machine (SVM) is a supervised technique, which achieves good performance on different learning problems. However, adjustments on its model are essentials to the SVM work well. Optimization techniques have been used to automatize this process finding suitable configurations of parameters which attends some learning problems. This work utilizes Particle Swarm Optimization (PSO) applied to the SVM parameter selection problem. As the learning systems are essentially a multi-objective problem, a multi-objective PSO (MOPSO) was used to maximize the success rate and minimize the number of support vectors of the model. Nevertheless, we propose the combination of Meta-Learning (ML) with a modified MOPSO which uses the crowding distance mechanism (MOPSO-CDR). In this combination, solutions provided by ML are possibly located in good regions in the search space. Hence, using a reduced number of successful candidates, the search process would converge faster and be less expensive. In our work, we implemented a prototype in which MOPSO-CDR was used to select the values of two SVM parameters for classification problems. In the performed experiments, the proposed solution (MOPSO-CDR using ML) was compared to the MOPSO-CDR with random initialization, obtaining pareto fronts with higher quality on a set of 40 classification problems.