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Multi-objective Adaptive Differential Evolution for SVM/SVR Hyperparameters Selection
Pattern Recognition ( IF 8 ) Pub Date : 2021-02-01 , DOI: 10.1016/j.patcog.2020.107649
Carlos Eduardo da Silva Santos , Renato Coral Sampaio , Leandro dos Santos Coelho , Guillermo Alvarez Bestarsd , Carlos Humberto Llanos

Abstract Parameters Selection Problem (PSP) is a relevant and complex optimization issue in Support Vector Machine (SVM) and Support Vector Regression (SVR), looking for obtaining an optimal set of hyperparameters. In our case, the optimization problem is addressed to obtain models that minimize the number of support vectors and maximize generalization capacity. However, to obtain accurate and low complexity solutions, defining an adequate kernel function and the SVM/SVR’s hyperparameters are necessary, which currently represents a relevant research topic. To tackle this problem, this work proposes a multi-objective metaheuristic named Adaptive Parameter control with Mutant Tournament Multi-Objective Differential Evolution (APMT-MODE). Its performance is first tested in a series of benchmarks for classification and regression problems using simple kernels such as Gaussian and polynomial kernels. In both cases, the APMT-MODE is able to yield more precise and more straightforward solutions using simple kernels. Then, the approach is used on a real case study to create a welding bead depth and width SVR models for a Gas Metal Arc Welding (GMAW) process. Additionally, a study on kernel functions was developed in terms of computational effort, aiming to assess its performance for embedded systems applications.

中文翻译:

SVM/SVR 超参数选择的多目标自适应差分进化

摘要 参数选择问题 (PSP) 是支持向量机 (SVM) 和支持向量回归 (SVR) 中的一个相关且复杂的优化问题,旨在寻求获得一组最佳超参数。在我们的例子中,优化问题是为了获得最小化支持向量数量和最大化泛化能力的模型。然而,为了获得准确和低复杂度的解决方案,定义一个合适的核函数和 SVM/SVR 的超参数是必要的,这是目前相关的研究课题。为了解决这个问题,这项工作提出了一种多目标元启发式方法,称为自适应参数控制与突变锦标赛多目标差分进化(APMT-MODE)。它的性能首先在一系列使用简单内核(如高斯和多项式内核)的分类和回归问题的基准测试中进行测试。在这两种情况下,APMT-MODE 都能够使用简单的内核产生更精确和更直接的解决方案。然后,将该方法用于实际案例研究,为气体保护金属电弧焊 (GMAW) 工艺创建焊缝深度和宽度 SVR 模型。此外,在计算工作量方面对核函数进行了研究,旨在评估其在嵌入式系统应用中的性能。该方法用于真实案例研究,为气体保护金属电弧焊 (GMAW) 工艺创建焊缝深度和宽度 SVR 模型。此外,在计算工作量方面对核函数进行了研究,旨在评估其在嵌入式系统应用中的性能。该方法用于真实案例研究,为气体保护金属电弧焊 (GMAW) 工艺创建焊缝深度和宽度 SVR 模型。此外,在计算工作量方面对核函数进行了研究,旨在评估其在嵌入式系统应用中的性能。
更新日期:2021-02-01
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