Evaluation of simple performance measures for tuning SVM hyperparameters

• Published in: Neurocomputing (Amsterdam) Vol. 51; pp. 41 - 59
• Main Authors: Duan, Kaibo, Keerthi, S.Sathiya, Poo, Aun Neow
• Format: Journal Article
• Language: English
• Published: Elsevier B.V 01.04.2003
• Subjects: Generalization error bound; Model selection; SVM; Model selection; Generalization error bound; SVM

Choosing optimal hyperparameter values for support vector machines is an important step in SVM design. This is usually done by minimizing either an estimate of generalization error or some other related performance measure. In this paper, we empirically study the usefulness of several simple perform...