A genetic algorithm for solving the inverse problem of support vector machines

This paper investigates an inverse problem of support vector machines (SVMs). The inverse problem is how to split a given dataset into two clusters such that the margin between the two clusters attains the maximum. Here the margin is defined according to the separating hyper-plane generated by support vectors. It is difficult to give an exact solution to this problem. In this paper, we design a genetic algorithm to solve this problem. Numerical simulations show the feasibility and effectiveness of this algorithm. This study on the inverse problem of SVMs is motivated by designing a heuristic algorithm for generating decision trees with high generalization capability.