• 中国计算机学会会刊
  • 中国科技核心期刊
  • 中文核心期刊

J4 ›› 2015, Vol. 37 ›› Issue (07): 1304-1310.

• 论文 • 上一篇    下一篇

SVM参数优化的AFMC算法

高雷阜,赵世杰,于冬梅,徒君   

  1. (辽宁工程技术大学优化与决策研究所,辽宁 阜新 123000)
  • 收稿日期:2014-08-07 修回日期:2014-11-11 出版日期:2015-07-25 发布日期:2015-07-25
  • 基金资助:

    教育部高等学校博士学科点专项科研基金联合资助项目(20132121110009)

AFMC algorithm for SVM parameter optimization  

GAO Leifu,ZHAO Shijie,YU Dongmei,TU Jun   

  1. (Institute of Optimization and Decision,Liaoning Technical University,Fuxin 123000)
  • Received:2014-08-07 Revised:2014-11-11 Online:2015-07-25 Published:2015-07-25

摘要:

支持向量机的参数选择仍未有系统的理论指导,其优化选择一直是支持向量机的一个重要研究方向。考虑到人工鱼群算法优化支持向量机参数往往易陷入最优参数组合微小邻域的问题,构造了用于支持向量机参数优化的AFMC算法。该算法前期利用鱼群算法较好的并行寻优性能,能快速寻得问题的近似最优解,而后利用MonteCarlo法进行局部寻优,以实现快速、有效地获取强近优解。数值实验结果表明,该算法具有较好的分类性能和较快的寻优速度,验证了在支持向量机参数寻优中的有效性和可行性。

关键词: 支持向量机, 参数优化, 人工鱼群算法, 蒙特卡罗法, 近似最优解

Abstract:

Support vector machine (SVM)parameter optimization selection is an important research direction, but there is still no systematic theory to guide the selection of the SVM parameters.Since optimizing the SVM parameters by the artificial fishswarm algorithm tends to fall into the small neighborhood of the approximate optimal solution,we design the AFMC algorithm  for the SVM parameter optimization.At the early stage,we use the better parallel optimization performance of the fishswarm algorithm to quickly gain the approximate optimal solution.Then we use the MonteCarlo algorithm for local searching to achieve a quick and effective strongapproximate optimal solution.The numerical experiments show that the proposed algorithm has better classification performance and faster searching speed,and it is effective and feasible in the SVM parameter optimization.

Key words: support vector machine (SVM);parameter optimization;artificial fish algorithm;MonteCarlo algorithm;approximate optimal solution