Bilevel hyperparameter optimization for support vector classification: theoretical analysis and a solution method

DOI10.1007/s00186-022-00798-6OpenAlexW3204640158WikidataQ114231220 ScholiaQ114231220MaRDI QIDQ2105287

Zhen Li, Qing-Na Li, Alain B. Zemkoho

Publication date: 8 December 2022

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2110.01697

zbMATH Keywords

mathematical program with equilibrium constraintsbilevel optimizationhyperparameter selectionC-stationaritysupport vector classification

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Numerical methods of relaxation type (49M20)

Uses Software

• SNOPT
• Pegasos

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