Parameters Optimization for Nonparallel Support Vector Machine by Particle Swarm Optimization

Support vector machine is a well-known and computationally powerful machine learning technique for pattern classification and regression problems, which has been successfully applied to solve many practical problems in a wide variety of fields. Nonparallel Support Vector Machine (NPSVM) which is an extension of Twin-SVMs, is proved to be theoretically and practically more flexible and superior than TWSVMs and also it overcomes several drawbacks of the existing typical SVMs in order to be applicable in large-scale data sets. However, one of the difficulties in successful implementation of NPSVM is its different parameters, which should be well adjusted during the training process. In fact, the generalization power, robustness and sparsity of NPSVM are extremely depended on well setting of its parameters. In this paper, we propose a hybrid approach for parameter determination of the NPSVM by Particle Swarm Optimization techniques. Furthermore, in order to increase the sparsity of NPSVM and to reduce the training time, we take into account the number of support vectors (SVs) along with classification accuracy as a weighted objective function. Our experiments on several public datasets show that the proposed method can achieve better classification accuracy compare to that of TWSVM and NPSVM with less computational time.