Evolutionary Training of SVM for Multiple Category Classification Problems with Self-adaptive Parameters

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We describe a methodology to train Support Vector Machines (SVM) where the regularization parameter (C) is determined automatically via an efficient Genetic Algorithm in order to solve multiple category classification problems. We call the kind of SVMs where C is determined automatically from the application of a GA a “Genetic SVM” or GSVM. In order to test the performance of our GSVM, we solved a representative set of problems by applying one-versus-one majority voting and one-versus-all winner-takes-all strategies. In all of these the algorithm displayed very good performance. The relevance of the problem, the algorithm, the experiments and the results obtained are discussed.