Efficient optimization of hyper-parameters for least squares support vector regression

DOI10.1080/10556788.2015.1025133MaRDI QIDQ3458833zbMATH OpenOpenAlexFDO

Authors Gerd Langensiepen, Klaus Luig, Nico Strasdat, Thorsten Thies, Andreas Fischer

Publication date 28 December 2015

Published in Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10556788.2015.1025133

zbMATH Keywords

bilevel optimizationhyper-parametermodel selectionsupport vector regression

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Learning and adaptive systems in artificial intelligence (68T05) Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Applications of mathematical programming (90C90)

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Cites work

• A nested heuristic for parameter tuning in support vector machines
• Choosing multiple parameters for support vector machines
• Classification model selection via bilevel programming
• Foundations of bilevel programming
• Leave-One-Out Bounds for Support Vector Regression Model Selection
• Optimal parameter selection in support vector machines
• Practical selection of SVM parameters and noise estimation for SVM regression

Cited in

(15)

• Gradient/Hessian-enhanced least square support vector regression
• Bilevel hyperparameter optimization for support vector classification: theoretical analysis and a solution method
• Study on parameter optimization for support vector regression in solving the inverse ECG problem
• Hyper-parameter optimization for support vector machines using stochastic gradient descent and dual coordinate descent
• Hyper-parameter selection for sparse LS-SVM via minimization of its localized generalization error
• Flexible support vector regression and its application to fault detection
• Simultaneous tuning of multiple parameters for support vector regression
• A selection method for hyper-parameters of support vector regression by chaotic cultural algorithm
• Survey of the selection of kernels and hyper-parameters in support vector regression
• Network optimization strategy of support vector regression
• Parameters optimization of ε-support vector regression machine based on differential evolution algorithm
• Support vector regression optimization problem without bias
• A Benson-type algorithm for bounded convex vector optimization problems with vertex selection
• Learning general Gaussian kernel hyperparameters for SVR
• Global resolution of the support vector machine regression parameters selection problem with LPCC

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