Using a multi-objective genetic algorithm for SVM construction

Orazio Giustolisi Engineering Faculty of Taranto, Technical University of Bari, via Turismo no 8, Paolo VI, 74100 Taranto, Italy E-mail: [email protected]; [email protected] Support Vector Machines are kernel machines useful for classification and regression problems. In this paper, they are used for non-linear regression of environmental data. From a structural point of view, Support Vector Machines are particular Artificial Neural Networks and their training paradigm has some positive implications. In fact, the original training approach is useful to overcome the curse of dimensionality and too strict assumptions on statistics of the errors in data. Support Vector Machines and Radial Basis Function Regularised Networks are presented within a common structural framework for non-linear regression in order to emphasise the training strategy for support vector machines and to better explain the multi-objective approach in support vector machines’ construction. A support vector machine’s performance depends on the kernel parameter, input selection and e-tube optimal dimension. These will be used as decision variables for the evolutionary strategy based on a Genetic Algorithm, which exhibits the number of support vectors, for the capacity of machine, and the fitness to a validation subset, for the model accuracy in mapping the underlying physical phenomena, as objective functions. The strategy is tested on a case study dealing with groundwater modelling, based on time series (past measured rainfalls and levels) for level predictions at variable time horizons.