25.12.2013 Views

CRANFIELD UNIVERSITY Eleni Anthippi Chatzimichali ...

CRANFIELD UNIVERSITY Eleni Anthippi Chatzimichali ...

CRANFIELD UNIVERSITY Eleni Anthippi Chatzimichali ...

SHOW MORE
SHOW LESS

Create successful ePaper yourself

Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.

3. Validation Techniques<br />

In the case of bootstrapping, a bootstrap training set D bootTrain is created by randomly<br />

picking samples with replacement from the training dataset D train . The total size of<br />

D bootTrain is equal to the size of D train . Since bootstrapping is based on sampling with<br />

replacement, any given sample could be present multiple times within the same<br />

bootstrap training set. The remaining samples not found in the bootstrap training set<br />

make up the bootstrap test set D bootTest . Similarly, for -fold cross-validation, the<br />

initial dataset D is partitioned into mutually exclusive folds; (10-fold<br />

cross-validation) was employed according to Section 1.6.2. In each iteration, a single<br />

fold will be used to form the test set D kfoldTest , while the remaining samples constitute<br />

the D kfoldTrain . In the ultimate case of LOOCV, D loocvTest consists of a single sample,<br />

while the remaining samples form D loocvTrain .<br />

4. Hyperparameter optimisation<br />

According to Section 1.5.2.3, nonlinear SVMs are usually considered a reasonable<br />

first choice. In the case of RBF models with bootstrapping, the SVMs are built and<br />

optimised using D bootTrain and D bootTest for different hyperparameter settings. More<br />

specifically, for each given combination of the hyperparameters and , a new SVM<br />

model is trained with D bootTrain and tested with D bootTest .<br />

The most intuitive and fairly naïve approach for parameter selection involves an<br />

exhaustive grid-search over an extensive range of hyperparameters. However, this is<br />

an extremely time-consuming and computationally intensive procedure, even if there<br />

is more than adequate processor power. Therefore, in this work, the parameter search<br />

was implemented based on the approach suggested by Hsu et al. (2003), also<br />

described in Meyer et al. (2003), in a two-step approach using a combination of a<br />

coarse and fine grid-search. Initially, the values of and increase exponentially<br />

with ranges equal to [ ] and [ ] respectively.<br />

The combination of hyperparameters that gives the highest overall classification<br />

accuracy is recorded as optimal. Once an optimal region is located on the grid, a finer<br />

grid-search is conducted in the “neighbourhood” of good parameters.<br />

40

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!