Towards an automated method based on Iterated Local Search optimization for tuning the parameters of Support Vector Machines

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Authors Sergio Consoli, Jacek Kustra, Pieter Vos, Monique Hendriks, Dimitrios Mavroeidis arXiv ID 1707.03191 Category cs.AI: Artificial Intelligence Cross-listed cs.LG Citations 1 Last Checked 4 months ago
Abstract
We provide preliminary details and formulation of an optimization strategy under current development that is able to automatically tune the parameters of a Support Vector Machine over new datasets. The optimization strategy is a heuristic based on Iterated Local Search, a modification of classic hill climbing which iterates calls to a local search routine.
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