A PSO-based framework for dynamic SVM model selection

Abstract

Support Vector Machines (SVM) are very powerful classifiers in theory but their efficiency in practice rely on an optimal selection of hyper-parameters. A naïve or ad hoc choice of values for the latter can lead to poor performance in terms of generalization error and high complexity of parameterized models obtained in terms of the number of support vectors identified. This hyper-parameter estimation with respect to the aforementioned performance measures is often called the model selection problem in the SVM research community. In this paper we propose a strategy to select optimal SVM models in a dynamic fashion in order to attend that when knowledge about the environment is updated with new observations and previously parameterized models need to be re-evaluated, and in some cases discarded in favour of revised models. This strategy combines the power of the swarm intelligence theory with the conventional grid-search method in order to progressively identify and sort out potential solutions using dynamically updated training datasets. Experimental results demonstrate that the proposed method outperforms the traditional approaches tested against it while saving considerable computational time.