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

Building separating concentric balls to solve a multi-instance classification problem

In this work, we consider a classification problem where the objects to be classified are bags of instances which are vectors measuring d different attributes. The classification rule is defined in terms of a ball, whose center and radius are the parameters to be computed. Given a bag, it is assigned to the positive class … Read more

Classification problems with imprecise data through separating hyperplanes

We consider a supervised classification problem in which the elements to be classified are sets with certain geometrical properties. In particular, this model can be applied to deal with data affected by some kind of noise and in the case of interval-valued data. Two classification rules, a fuzzy one and a crisp one, are defined … Read more

Detecting relevant variables and interactions for classification in Support Vector Machines

The widely used Support Vector Machine (SVM) method has shown to yield good results in Supervised Classification problems. The Binarized SVM (BSVM) is a variant which is able to automatically detect which variables are, by themselves, most relevant for the classifier. In this work, we extend the BSVM introduced by the authors to a method … Read more

A Column Generation Approach for Support Vector Machines

The widely used Support Vector Machine (SVM) method has shown to yield good results in Supervised Classification problems. Other methods such as Classification Trees have become more popular among practitioners than SVM thanks to their interpretability, which is an important issue in Data Mining. In this work, we propose an SVM-based method that automatically detects … Read more