Journal of South China University of Technology (Natural Science Edition) ›› 2017, Vol. 45 ›› Issue (7): 135-142.doi: 10.3969/j.issn.1000-565X.2017.07.019

• Electronics, Communication & Automation Technology • Previous Articles     Next Articles

An ICDF-Based Fast Parameter Optimization Approach for Support Vector Machines

WANG Jia-peng HU Yue-ming LUO Jia-xiang   

  1. School of Automation Science and Engineering,South China University of Technology,Guangzhou 510640,Guangdong,China
  • Received:2016-09-07 Revised:2016-11-23 Online:2017-07-25 Published:2017-06-01
  • Contact: 罗家祥( 1979-) ,女,博士,副教授,主要从事优化调度、机器学习研究. E-mail:luojx@scut.edu.cn
  • About author:王加朋( 1985-) ,男,博士生,主要从事模式识别、学习控制方向的研究. E-mail: fox007wjp@126. com
  • Supported by:
    Supported by the National Science and Technology Major Project of the Ministry of Science and Technology of China( 2014ZX02503-3) and the National Natural Science Foundation of China( 61573146)

Abstract: In the process of parameter optimization for support vector machines ( SVMs) with Gaussian kernel,in- ter-cluster distance in feature spaces ( ICDF) is an effective measure.However,ICDF may result in heavy compu- tational load and large time consumption.In order to solve this problem,firstly,the theorem that ICDF is a positive strictly-unimodal function about Gaussian kernel parameter is proved.Then,according to this theorem,a modified golden section algorithm ( MGSA) is proposed to search a shrunk value fast for kernel parameter in the candidate set.Thus,a fast parameter optimization approach on the basis of both MGSA and differential evolutionary algorithm is presented.Finally,some experiments are carried out to verify the effectiveness and rapidity of the proposed ap- proach.

Key words: support vector machine, inter-cluster distance, parameter optimization, kernel parameter, modified golden section algorithm