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Radius-margin Bound on the Leave-one-out Error of Multi-class SVMs

Yannick Darcy 1 Yann Guermeur 1
1 MODBIO - Computational models in molecular biology
INRIA Lorraine, LORIA - Laboratoire Lorrain de Recherche en Informatique et ses Applications
Abstract : Using a support vector machine requires to set two types of hyperparameters: the soft margin parameter C and the parameters of the kernel. To perform this model selection task, one can use various procedures based on cross-validation. Obviously, the major drawback of such procedures rests in their time requirements. To overcome this difficulty, several upper bounds on the leave-one-out error of pattern recognition support vector machines have been derived. In this report, we demonstrate a direct extension of one of these bounds, called the radius-margin bound, to the case of the standard multi-class SVM.
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Submitted on : Friday, May 19, 2006 - 7:37:40 PM
Last modification on : Friday, February 4, 2022 - 3:30:48 AM
Long-term archiving on: : Sunday, April 4, 2010 - 8:42:37 PM


  • HAL Id : inria-00070241, version 1



Yannick Darcy, Yann Guermeur. Radius-margin Bound on the Leave-one-out Error of Multi-class SVMs. [Research Report] RR-5780, INRIA. 2005, pp.27. ⟨inria-00070241⟩



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