Variable Neighborhood Search for parameter tuning in Support Vector Machines

As in most Data Mining procedures, how to tune the parameters of a Support Vector Machine (SVM) is a critical, though not sufficiently explored, issue. The default approach is a grid search in the parameter space, which becomes prohibitively time-consuming even when just a few parameters are to be tuned. For this reason, for models … Read more

Automated Tuning of Optimization Software Parameters

We present a method to tune software parameters using ideas from software testing and machine learning. The method is based on the key observation that for many classes of instances, the software shows improved performance if a few critical parameters have “good” values, although which parameters are critical depends on the class of instances. Our … Read more