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Choosing Multiple Parameters for Support Vector Machines   总被引:133,自引:0,他引:133  
The problem of automatically tuning multiple parameters for pattern recognition Support Vector Machines (SVMs) is considered. This is done by minimizing some estimates of the generalization error of SVMs using a gradient descent algorithm over the set of parameters. Usual methods for choosing parameters, based on exhaustive search become intractable as soon as the number of parameters exceeds two. Some experimental results assess the feasibility of our approach for a large number of parameters (more than 100) and demonstrate an improvement of generalization performance.  相似文献
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We consider the problem of hierarchical or multitask modeling where we simultaneously learn the regression function and the underlying geometry and dependence between variables. We demonstrate how the gradients of the multiple related regression functions over the tasks allow for dimension reduction and inference of dependencies across tasks jointly and for each task individually. We provide Tikhonov regularization algorithms for both classification and regression that are efficient and robust for high-dimensional data, and a mechanism for incorporating a priori knowledge of task (dis)similarity into this framework. The utility of this method is illustrated on simulated and real data.  相似文献
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