This page gives a tech report and a code for the automatic tuning of the hyperparameters of a Support Vector Machine (SVM) with L2 soft margin, for which the radius/margin bound is taken as the index to be minimized and iterative techniques are employed for computing radius and margin. The implementation is found to be feasible and efficient even for large problems having more than 10,000 support vectors. The work derives motivation from a recent paper by Chapelle, Vapnik, Bousquet, Mukherjee.
Click here for a gzipped postscript file containing the Tech Report CD-01-02.
You need Matlab5.3 running on Windows to run the software. Download the
Warning: The dll works only on Matlab 5.3. I haven't had the time to sit down and
get new dll's for future matlab versions. :(
Warning: The dll works only on Matlab 5.3. I haven't had the time to sit down and get new dll's for future matlab versions. :(
Do the following on your machine.
Now you are ready to run the code. To test whether the code is working properly I have included data for an example. The testing can be done by the following steps.