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Rapport (Rapport De Recherche) Année : 2005

Radius-margin Bound on the Leave-one-out Error of Multi-class SVMs

Résumé

Using a support vector machine requires to set two types of hyperparameters: the soft margin parameter C and the parameters of the kernel. To perform this model selection task, one can use various procedures based on cross-validation. Obviously, the major drawback of such procedures rests in their time requirements. To overcome this difficulty, several upper bounds on the leave-one-out error of pattern recognition support vector machines have been derived. In this report, we demonstrate a direct extension of one of these bounds, called the radius-margin bound, to the case of the standard multi-class SVM.

Domaines

Autre [cs.OH]
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Dates et versions

inria-00070241 , version 1 (19-05-2006)

Identifiants

  • HAL Id : inria-00070241 , version 1

Citer

Yannick Darcy, Yann Guermeur. Radius-margin Bound on the Leave-one-out Error of Multi-class SVMs. [Research Report] RR-5780, INRIA. 2005, pp.27. ⟨inria-00070241⟩
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