Model Selection in SVMs Using Differential Evolution

To improve the performance of classification using Support Vector Machines (SVMs) while reducing the model selection time, this paper introduces Differential Evolution, a heuristic method for model selection in two-class SVMs with a RBF kernel. The model selection method and related tuning algorithm are both presented. Experimental results from application to a selection of benchmark datasets for SVMs show that this method can produce an optimized classification in less time and with higher accuracy than a classical grid search. Comparison with a Particle Swarm Optimization (PSO) based alternative is also included.