A two-level approach to choose the cost parameter in support vector machines

作     者：Dong, Yulin Xia, Zhonghang Xia, Zunquan 

作者机构：Dalian Univ Technol Dept Appl Math Dalian 116024 Peoples R China Western Kentucky Univ Dept Comp Sci Bowling Green KY 42101 USA 

出 版 物：《EXPERT SYSTEMS WITH APPLICATIONS》 (专家系统及其应用)

年 卷 期：2008年第34卷第2期

页      面：1366-1370页

核心收录：

学科分类：1201[管理学-管理科学与工程(可授管理学、工学学位)] 0808[工学-电气工程] 08[工学] 0812[工学-计算机科学与技术（可授工学、理学学位）] 

基　　金：National Natural Science Foundation of China  NSFC  (10471015) 

主　　题：data mining support vector machine cost parameter nonlinear programming MPEC problem 

摘      要：A new SVM model used to calculate the optimal value of cost parameter C for particular problems of linearity non-separability of data is presented in this paper. The new SVM model is formulated in the form of one of MPEC problems with an integer objective function. A lower bound, positive number, C-0 is required to provide for avoiding choosing a candidate set of C. Numerical experiments show that this model for choice of C is suitable for solving SVM problems. (C) 2007 Elsevier Ltd. All rights reserved.