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Multi-Objective Parameter Selection for Classifers

Keywords: classication , parameter tuning , multi-objective optimization , R

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Setting the free parameters of classifiers to different values can have a profound impact on their performance. For some methods, specialized tuning algorithms have been developed. These approaches mostly tune parameters according to a single criterion, such as the cross-validation error. However, it is sometimes desirable to obtain parameter values that optimize several concurrent - often conflicting - criteria. The TunePareto package provides a general and highly customizable framework to select optimal parameters for classifiers according to multiple objectives. Several strategies for sampling andoptimizing parameters are supplied. The algorithm determines a set of Pareto-optimal parameter configuration and leaves the ultimate decision on the weighting of objectives to the researcher. Decision support is provided by novel visualization techniques.


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