Towards an optimal support vector machine classifier using a parallel particle swarm optimization strategy

Proper parameter settings of support vector machine (SVM) and feature selection are of great importance to its efficiency and accuracy. In this paper, we propose a parallel time variant particle swarm optimization (TVPSO) algorithm to simultaneously perform the parameter optimization and feature selection for SVM, termed PTVPSO-SVM. It is implemented in a parallel environment using Parallel Virtual Machine (PVM). In the proposed method, a weighted function is adopted to design the objective function of PSO, which takes into account the average classification accuracy rates (ACC) of SVM, the number of support vectors (SVs) and the selected features simultaneously. Furthermore, mutation operators are introduced to overcome the problem of the premature convergence of PSO algorithm. In addition, an improved binary PSO algorithm is employed to enhance the performance of PSO algorithm in feature selection task. The performance of the proposed method is compared with that of other methods on a comprehensive set of 30 benchmark data sets. The empirical results demonstrate that the proposed method cannot only obtain much more appropriate model parameters, discriminative feature subset as well as smaller sets of SVs but also significantly reduce the computational time, giving high predictive accuracy.