NONCOST SENSITIVE SVM TRAINING USING MULTIPLE MODEL SELECTION
Clément Chatelain, SEBASTIEN ADAM, Y. Lecourtier, Laurent Heutte, Thierry Paquet · Journal of Circuits Systems and Computers · 2010
In this paper, we propose a multi-objective optimization framework for SVM hyperparameters tuning. The key idea is to manage a population of classifiers optimizing both False Positive and True Positive rates rather than a single classifier optimizing a scalar criterion. Hence, each classifier in the population optimizes a particular trade-off between the objectives. Within the context of two-class classification problems, our work introduces "the receiver operating characteristics (ROC) front concept" depicting a population of SVM classifiers as an alternative to the receiver operating characteristics (ROC) curve representation. The proposed framework leads to a noncost sensitive SVM training relying on the pool of classifiers. The comparison with a traditional scalar optimization technique based on an AUC criterion shows promising results on UCI datasets.