Abstract
Support Vector Machines (SVMs) are well-established
Machine Learning (ML) algorithms. They rely on the fact
that i) linear learning can be formalised as a
well-posed optimisation problem; ii) nonlinear learning
can be brought into linear learning thanks to the
kernel trick and the mapping of the initial search
space onto a high dimensional feature space. The kernel
is designed by the ML expert and it governs the
efficiency of the SVM approach. In this paper, a new
approach for the automatic design of kernels by Genetic
Programming, called the Evolutionary Kernel Machine
(EKM), is presented. EKM combines a well-founded
fitness function inspired from the margin criterion,
and a co-evolution framework ensuring the computational
scalability of the approach. Empirical validation on
standard ML benchmark demonstrates that EKM is
competitive using state-of-the-art SVMs with tuned
hyper-parameters.
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