Support Vector Machine (Evolutionary)


Synopsis

EvoSVM uses an Evolutionary Strategy for optimization.


Description

This is a SVM implementation using an evolutionary algorithm (ES) to solve the dual optimization problem of a SVM. It turns out that on many datasets this simple implementation is as fast and accurate as the usual SVM implementations. In addition, it is also capable of learning with Kernels which are not positive semi-definite and can also be used for multi-objective learning which makes the selection of C unecessary before learning.

Mierswa, Ingo. Evolutionary Learning with Kernels: A Generic Solution for Large Margin Problems. In Proc. of the Genetic and Evolutionary Computation Conference (GECCO 2006), 2006.


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ExampleProcess