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  An Efficient Method for Gradient-Based Adaptation of Hyperparameters in SVM Models

Keerthi, S., Sindhwani, V., & Chapelle, O. (2007). An Efficient Method for Gradient-Based Adaptation of Hyperparameters in SVM Models. Advances in Neural Information Processing Systems 19, 673-680.

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 Creators:
Keerthi, SS, Author
Sindhwani, V, Author
Chapelle, O1, 2, Author              
Affiliations:
1Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society, ou_1497795              
2Max Planck Institute for Biological Cybernetics, Max Planck Society, Spemannstrasse 38, 72076 Tübingen, DE, ou_1497794              

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 Abstract: We consider the task of tuning hyperparameters in SVM models based on minimizing a smooth performance validation function, e.g., smoothed k-fold cross-validation error, using non-linear optimization techniques. The key computation in this approach is that of the gradient of the validation function with respect to hyperparameters. We show that for large-scale problems involving a wide choice of kernel-based models and validation functions, this computation can be very efficiently done; often within just a fraction of the training time. Empirical results show that a near-optimal set of hyperparameters can be identified by our approach with very few training rounds and gradient computations.

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 Dates: 2007-09
 Publication Status: Published in print
 Pages: -
 Publishing info: -
 Table of Contents: -
 Rev. Type: -
 Identifiers: BibTex Citekey: 5371
 Degree: -

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Title: Twentieth Annual Conference on Neural Information Processing Systems (NIPS 2006)
Place of Event: Vancouver, BC, Canada
Start-/End Date: 2006-12-04 - 2006-12-07

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Title: Advances in Neural Information Processing Systems 19
Source Genre: Journal
 Creator(s):
Schölkopf, B1, Editor            
Platt, JC, Editor
Hoffman, T, Editor
Affiliations:
1 Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society, ou_1497795            
Publ. Info: Cambridge, MA, USA : MIT Press
Pages: - Volume / Issue: - Sequence Number: - Start / End Page: 673 - 680 Identifier: ISBN: 0-262-19568-2