Efficient optimization of hyper-parameters for least squares support vector regression
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Publication:3458833
DOI10.1080/10556788.2015.1025133zbMath1328.65136MaRDI QIDQ3458833
Klaus Luig, Nico Strasdat, Thorsten Thies, Gerd Langensiepen, Andreas Fischer
Publication date: 28 December 2015
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556788.2015.1025133
65K05: Numerical mathematical programming methods
90C90: Applications of mathematical programming
90C30: Nonlinear programming
68T05: Learning and adaptive systems in artificial intelligence
90C31: Sensitivity, stability, parametric optimization
90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
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Cites Work
- A nested heuristic for parameter tuning in support vector machines
- Foundations of bilevel programming
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- Optimal parameter selection in support vector machines
- Leave-One-Out Bounds for Support Vector Regression Model Selection
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- Choosing multiple parameters for support vector machines
