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Journal of Zhejiang University SCIENCE C 2011 Vol.12 No.4 P.297-306


Extremal optimization for optimizing kernel function and its parameters in support vector regression

Author(s):  Peng Chen, Yong-zai Lu

Affiliation(s):  Department of Automation, Shanghai Jiao Tong University, Shanghai 200240, China, Department of Automation, Zhejiang University, Hangzhou 310027, China

Corresponding email(s):   pengchen@sjtu.edu.cn

Key Words:  Support vector regression (SVR), Extremal optimization (EO), Parameter optimization, Kernel function optimization

Peng Chen, Yong-zai Lu. Extremal optimization for optimizing kernel function and its parameters in support vector regression[J]. Journal of Zhejiang University Science C, 2011, 12(4): 297-306.

@article{title="Extremal optimization for optimizing kernel function and its parameters in support vector regression",
author="Peng Chen, Yong-zai Lu",
journal="Journal of Zhejiang University Science C",
publisher="Zhejiang University Press & Springer",

%0 Journal Article
%T Extremal optimization for optimizing kernel function and its parameters in support vector regression
%A Peng Chen
%A Yong-zai Lu
%J Journal of Zhejiang University SCIENCE C
%V 12
%N 4
%P 297-306
%@ 1869-1951
%D 2011
%I Zhejiang University Press & Springer
%DOI 10.1631/jzus.C1000110

T1 - Extremal optimization for optimizing kernel function and its parameters in support vector regression
A1 - Peng Chen
A1 - Yong-zai Lu
J0 - Journal of Zhejiang University Science C
VL - 12
IS - 4
SP - 297
EP - 306
%@ 1869-1951
Y1 - 2011
PB - Zhejiang University Press & Springer
ER -
DOI - 10.1631/jzus.C1000110

The performance of the support vector regression (SVR) model is sensitive to the kernel type and its parameters. The determination of an appropriate kernel type and the associated parameters for SVR is a challenging research topic in the field of support vector learning. In this study, we present a novel method for simultaneous optimization of the SVR kernel function and its parameters, formulated as a mixed integer optimization problem and solved using the recently proposed heuristic ‘extremal optimization (EO)’. We present the problem formulation for the optimization of the SVR kernel and parameters, the EO-SVR algorithm, and experimental tests with five benchmark regression problems. The results of comparison with other traditional approaches show that the proposed EO-SVR method provides better generalization performance by successfully identifying the optimal SVR kernel function and its parameters.

Darkslateblue:Affiliate; Royal Blue:Author; Turquoise:Article


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