Parameter optimization for SVM using dynamic encoding algorithm

In this paper, we propose a support vector machine (SVM) hyper and kernel parameter optimization method which is based on minimizing radius/margin bound which is a kind of estimation of leave-one-error. This method uses dynamic encoding algorithm for search (DEAS) and gradient information for better optimization performance. DEAS is a recently proposed optimization algorithm which is based on variable length binary encoding method. This method has less computation time than genetic algorithm (GA) based and grid search based methods and better performance on finding global optimal value than gradient based methods. It is very efficient in practical applications. Hand-written letter data of MNI steel are used to evaluate the performance.