Towards an automated method based on Iterated Local Search optimization for tuning the parameters of Support Vector Machines

07/11/2017

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by   Sergio Consoli, et al.

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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.