We will adopt the popular gaussian kernel, which presents less parameters
than other kernels (e.g. polynomial) [25]: K(x, x0
) = exp(−γ||x − x
0
||2
), γ > 0.
Under this setup, the SVM performance is affected by three parameters: γ, and
C (a trade-off between fitting the errors and the flatness of the mapping). To
reduce the search space, the first two values will be set using the heuristics [4]:
C = 3 (for a standardized output) and = σ/b
√
N, where σb = 1.5/N ×
PN
i=1(yi−
ybi)
2 and yb is the value predicted by a 3-nearest neighbor algorithm. The kernel
parameter (γ) produces the highest impact in the SVM performance, with values
that are too large or too small leading to poor predictions. A practical method
to set γ is to start the search from one of the extremes and then search towards
the middle of the range while the predictive estimate increases