An MPEC Model for Selecting Optimal Parameter in Support Vector Machines
نویسندگان
چکیده
In this paper, we present a new MPEC model for calculating the optimal value of cost parameter C for particular problems of linear non-separability of data. The objective function of the new model is an integer lower semi-continuous one. Smoothing technique is employed for solving this model, and the relationship between the MPEC model and its associated smoothing problem is given. It is proved that one of the global solution of the smoothing problem is also a solution of the MPEC problem. Numerical experiments show that this model is more efficient for choosing the parameter C.
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