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SVM Parameter Tuning with Grid Search and Its Impact on Reduction of Model Over-fitting

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Part of the book series:Lecture Notes in Computer Science ((LNAI,volume 9437))

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Abstract

In this paper we describe our submission to the IJCRS’15 Data Mining Competition, which is concerned with prediction of dangerous concentrations of methane in longwalls of a Polish coalmine. We address the challenge of building robust classification models with support vector machines (SVMs) that are built from time series data. Moreover, we investigate the impact of parameter tuning of SVMs with grid search on the classification performance and its effect on preventing over-fitting. Our results show improvements of predictive performance with proper parameter tuning but also improved stability of the classification models even when the test data comes from a different time period and class distribution. By applying the proposed method we were able to build a classification model that predicts unseen test data even better than the training data, thus highlighting the non-over-fitting properties of the model. The submitted solution was about 2 % behind the winning solution.

P. Lameski—This work was partially financed by the Faculty of Computer Science and Engineering at the Ss.Cyril and Methodius University, Skopje, Macedonia.

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Author information

Authors and Affiliations

  1. Faculty of Computer Science and Engineering, Saints Cyril and Methodius University, Skopje, Macedonia

    Petre Lameski, Eftim Zdravevski & Andrea Kulakov

  2. NI TEKNA - Intelligent Technologies, Negotino, Macedonia

    Riste Mingov

Authors
  1. Petre Lameski

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  2. Eftim Zdravevski

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  3. Riste Mingov

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  4. Andrea Kulakov

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Corresponding author

Correspondence toEftim Zdravevski.

Editor information

Editors and Affiliations

  1. University of Regina, Regina, SK, Canada

    Yiyu Yao

  2. Tianjin University, Tianjin, China

    Qinghua Hu

  3. Chongqing University of Posts and Telecommunications, Chongqing, China

    Hong Yu

  4. University of Kansas, Lawrence, KS, USA

    Jerzy W. Grzymala-Busse

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Lameski, P., Zdravevski, E., Mingov, R., Kulakov, A. (2015). SVM Parameter Tuning with Grid Search and Its Impact on Reduction of Model Over-fitting. In: Yao, Y., Hu, Q., Yu, H., Grzymala-Busse, J.W. (eds) Rough Sets, Fuzzy Sets, Data Mining, and Granular Computing. Lecture Notes in Computer Science(), vol 9437. Springer, Cham. https://doi.org/10.1007/978-3-319-25783-9_41

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