An MPEC model for selecting optimal parameter in support vector machines

被引：0
|
作者：
Dong, Yu-Lin [1 ]
Xia, Zun-Quan [2 ]
Wang, Ming-Zheng [2 ,3 ]
机构：
[1] Shandong Univ Sci & Technol, Coll Informat Sci & Technol, Qingdao 266510, Peoples R China
[2] Dalian Univ Technol, Dept Appl Math, Dalian 116024, Peoples R China
[3] Dalian Univ Technol, Sch Management, Dalian 116024, Peoples R China
来源：
OPTIMIZATION AND SYSTEMS BIOLOGY | 2007年 / 7卷
关键词：
support vector machine; cost parameter; MPEC problem; nonsmooth optimization;
D O I：
暂无
中图分类号：
Q [生物科学];
学科分类号：
07 ; 0710 ; 09 ;
摘要：
In this paper, we present a new MPEC model for calculating the optimal value of cost parameter C for particular problems of linear non-separability of data. The objective function of the new model is an integer lower semi-continuous one. Smoothing technique is employed for solving this model, and the relationship between the MPEC model and its associated smoothing problem is given. It is proved that one of the global solution of the smoothing problem is also a solution of the MPEC problem. Numerical experiments show that this model is more efficient for choosing the parameter C.
引用
收藏
页码：351 / +
页数：3
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