Genetic Algorithms and Kernel Matrix-based Criteria Combined Approach to Perform Feature and Model Selection for Support Vector Machines
Feature and model selection are in the center of
attention of many researches because of their impact on classifiers-
performance. Both selections are usually performed separately but
recent developments suggest using a combined GA-SVM approach to
perform them simultaneously. This approach improves the
performance of the classifier identifying the best subset of variables
and the optimal parameters- values. Although GA-SVM is an
effective method it is computationally expensive, thus a rough
method can be considered. The paper investigates a joined approach
of Genetic Algorithm and kernel matrix criteria to perform
simultaneously feature and model selection for SVM classification
problem. The purpose of this research is to improve the classification
performance of SVM through an efficient approach, the Kernel
Matrix Genetic Algorithm method (KMGA).
Feature and model selection, Genetic Algorithms,Support Vector Machines, kernel matrix.