A two-level approach to choose the cost parameter in support vector machines

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摘要

A new SVM model used to calculate the optimal value of cost parameter C for particular problems of linearity non-separability of data is presented in this paper. The new SVM model is formulated in the form of one of MPEC problems with an integer objective function. A lower bound, positive number, C0 is required to provide for avoiding choosing a candidate set of C. Numerical experiments show that this model for choice of C is suitable for solving SVM problems.

论文关键词：Data mining,Support vector machine,Cost parameter,Nonlinear programming,MPEC problem

论文评审过程：Available online 27 January 2007.

论文官网地址：https://doi.org/10.1016/j.eswa.2007.01.004