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Determination of hyper-parameters for kernel based classification and regression

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Date

2005-11-07T11:39:49Z

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Abstract

We investigate methods to determine appropriate choices of the hyper-parameters for kernel based methods. Support vector classification, kernel logistic regression and support vector regression are considered. Grid search, Nelder-Mead algorithm and pattern search algorithm are used.

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Keywords

convex risk minimization, kernel logistic regression, statistical machine learning, support vector machine, support vector regression

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