Selecting from an infinite set of features in SVM

Dealing with the continuous parameters of a feature extraction method has always been a difficult task that is usually solved by cross-validation. In this paper, we propose an active set algorithm for selecting automatically these parameters in a SVM classification context. Our experiments on texture recognition and BCI signal classification show that optimizing the feature parameters in a continuous space while learning the decision function yields to better performances than using fixed parameters obtained from a grid sampling.