no code implementations • 26 Apr 2019 • Alexandre Reeberg Mello, Jonathan de Matos, Marcelo R. Stemmer, Alceu de Souza Britto Jr., Alessandro Lameiras Koerich
In this paper, we propose the use of a black-box optimization method called deterministic Mesh Adaptive Direct Search (MADS) algorithm with orthogonal directions (Ortho-MADS) for the selection of hyperparameters of Support Vector Machines with a Gaussian kernel.