AIJul 11, 2017
Towards an automated method based on Iterated Local Search optimization for tuning the parameters of Support Vector MachinesSergio Consoli, Jacek Kustra, Pieter Vos et al.
We provide preliminary details and formulation of an optimization strategy under current development that is able to automatically tune the parameters of a Support Vector Machine over new datasets. The optimization strategy is a heuristic based on Iterated Local Search, a modification of classic hill climbing which iterates calls to a local search routine.