I/S-Race: An iterative Multi-Objective Racing Algorithm for the SVM Parameter Selection Problem.

Finding appropriate values for the parameters of an algorithm is an important and time consuming task. Recent studies have shown that racing algorithms can eectively handle this task. This paper presents a multi-objective racing algorithm called iterative S-Race (I/S-Race), which eciently addresses multi-objective model selection problems in the sense of Pareto optimality. We evaluate the I/S-Race for selecting parameters of SVMs, considering 20 widely-used classication datasets. The results revealed that the I/S-Race is an ecient and eective algorithm for au- tomatic model selection, when compared to a brute-force multi-objective selection approach and the S-Race algorithm.