2012
DOI: 10.1109/tnnls.2012.2202401
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In-Sample and Out-of-Sample Model Selection and Error Estimation for Support Vector Machines

Abstract: In-sample approaches to model selection and error estimation of support vector machines (SVMs) are not as widespread as out-of-sample methods, where part of the data is removed from the training set for validation and testing purposes, mainly because their practical application is not straightforward and the latter provide, in many cases, satisfactory results. In this paper, we survey some recent and not-so-recent results of the data-dependent structural risk minimization framework and propose a proper reformu… Show more

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Cited by 103 publications
(90 citation statements)
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References 48 publications
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“…In order to tune, in a data dependent manner, the different hyperparameters of the RF of Algorithm 1 and to estimate the performance of the final model, the nonparametric Bootstrap (BOO) is exploited [2]. BOO relies on a simple idea: the original dataset D n is resampled once or many (n o ) times with replacement, to build three independent datasets called training, validation, and test sets, respectively…”
Section: Proposed Data Driven Approachmentioning
confidence: 99%
See 1 more Smart Citation
“…In order to tune, in a data dependent manner, the different hyperparameters of the RF of Algorithm 1 and to estimate the performance of the final model, the nonparametric Bootstrap (BOO) is exploited [2]. BOO relies on a simple idea: the original dataset D n is resampled once or many (n o ) times with replacement, to build three independent datasets called training, validation, and test sets, respectively…”
Section: Proposed Data Driven Approachmentioning
confidence: 99%
“…RF are usually preferred to other classification techniques, because of their high numerical robustness, their innate capacity of dealing with numerical and categorical features, and their effectiveness in many real-world problems [10,24]. By carefully tuning the RF hyperparameters [22] and by assessing the performance of the final learned model with state-of-the-art resampling techniques [2], authors will show the effectiveness of the proposal.…”
Section: Introductionmentioning
confidence: 99%
“…In the SLT and Structural Risk Minimization (SRM) frameworks [Vapnik, 1995], a good generalization capability on previously unseen data can be guaranteed [Anguita et al, 2012a;Vapnik, 1995] if a nested structure of the available hypothesis sets with increasing complexity is defined (H 1 ⊆ H 2 ⊆ . .…”
Section: Hf-svm and Statistical Learning Theorymentioning
confidence: 99%
“…In the last few years, proposed data dependent bounds [Bartlett and Mendelson, 2003;Bartlett et al, 2005] are becoming tighter and providing better interpretation of the generalization ability of classifiers. They have shown to work well on the performance estimation of real world problems such as in [Anguita et al, 2012a]. For these reason, the understanding of the influence of fixed-point arithmetic approaches in the estimation of these bounds is an interesting topic of research.…”
Section: Hf-svm and Statistical Learning Theorymentioning
confidence: 99%
“…One reason is that it is difficult to determine the VC dimension [32]. A simple and commonly used way to obtain these parameters is the trial-and-error method despite some proposals, for instance analytic parameter selection directly from the training data [33], in-sample and out-of-sample method [34], dynamic particle filter [35], etc. To improve the performance of SVM, this paper makes use of PSO to determine SVM parameters.…”
Section: Particle Swarm Optimizationmentioning
confidence: 99%