Empirical Evaluation of Resampling Procedures for Optimising SVM Hyperparameters

Authors: Jacques Wainer, Gavin Cawley

JMLR 2017 | Venue PDF | Archive PDF | Plain Text | LLM Run Details

Reproducibility Variable Result LLM Response
Research Type Experimental This paper presents the results of an extensive empirical evaluation of resampling procedures for SVM hyperparameter selection, designed to address this gap in the machine learning literature. We tested 15 different resampling procedures on 121 binary classification data sets in order to select the best SVM hyperparameters.
Researcher Affiliation Academia Jacques Wainer EMAIL Computing Institute University of Campinas Campinas, SP, 13083-852, Brazil Gavin Cawley EMAIL School of Computing Sciences University of East Anglia Norwich, NR4 7TJ, U.K.
Pseudocode No The paper describes resampling procedures such as k-fold cross-validation and bootstrap in paragraph text, and lists the investigated procedures in Section 2.1, but does not present any structured pseudocode or algorithm blocks.
Open Source Code Yes The 121 data sets, the program used to run the hyperparameter search, the raw results for each resampling procedure and data set, the program to analyse the results and generate the figures in this paper are available at https://dx.doi.org/10.6084/m9.figshare.1359901.
Open Datasets Yes The 121 data sets used in this study were collected from the UCI repository (Lichman, 2013), processed and converted by the authors of Fern andez-Delgado et al. (2014) into a unified format.
Dataset Splits Yes That is, each data set is divided into two halves, the different resampling procedures are used to select the hyperparameters using the first half, the SVM is trained in this first half and its error rate evaluated for the second half. The procedure is repeated using the second half as training set and the first half as test set. The estimate of the error rate for the resampling procedure (or more precisely the error rate of the SVM with hyperparameters selected by the resampling procedure) is the average of the two measured error rates.
Hardware Specification No The paper mentions running experiments on 'a single core (of a multiple core machine)' and distributing data sets to 'different cores of the same machine', but does not provide specific hardware details such as CPU model, GPU type, or memory specifications.
Software Dependencies No The paper mentions using 'lib SVM' (Chang and Lin, 2011) and statistical tests implemented in 'the libraries of the R programming language', but does not provide specific version numbers for these software components.
Experiment Setup Yes For all procedures and data sets, the hyperparameter search procedure used an 11 x 10 grid search (the S set) following the ranges and steps popularized by libsvm (Hsu et al., 2010) i.e. C = {2^-5, 2^-3, ..., 2^15}, and γ = {2^-15, 2^-13, ..., 2^3}.