SVM and KNN hyperparameter

(MySVM = fitcsvm(xTrain, yTrain,'KernelFunction','rbf','OptimizeHyperparameters','auto',... 'HyperparameterOptimizationOptions',struct('AcquisitionFunctionName',...

'expected-improvement-plus','ShowPlots',true)); % Bayes' Optimization 사용.)

my question is how can I use Genetic or Bath algorithms instead of the Bayes algorithm?

Alan Weiss 2022-7-4

在 MATLAB Online 中打开

To use a different algorithm you would have to run a different solver. I am not at all sure of the benefit of using a different algorithm.And I am not familiar with the Bath algorithm. Really, what do you expect to get that is better?

To use ga (genetic algorithm), you need a Global Optimization Toolbox license. To minimize the cross-validation error, you might want to fix the partition, and then use ga to minimize the error over several parameter settings. Something like this:

rng default
c = cvpartition(n,'Kfold',5); % Fix a partition
% I assume that you want to optimize over x(1)=BoxConstraint and x(2)=KernelScale
lb = [1/10,1/10]; % Somewhat arbitrary bounds
ub = [10,10];
% Minimize the cross-validation loss
fun = @(x)kfoldloss(fitcsvm(X,Y,'CVPartition',c,'BoxConstraint',x(1),'KernelScale',x(2)));
[sol,fval] = ga(fun,2,[],[],[],[],lb,ub);
% Now train the model on the optimal parameters
model = fitcsvm(X,Y,'BoxConstraint',sol(1),'KernelScale',sol(2));

But again, before you do this, I believe you should think about what you expect to get that is better than the automatic hyperparameter optimization using Bayesian optimization.

Alan Weiss

MATLAB mathematical toolbox documentation

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