We will adopt the popular gaussian kernel, which presents less parameters
than other kernels (e.g. polynomial) [25]: K(x, x′) = exp(−γ||x − x′||2), γ > 0.
Under this setup, the SVM performance is affected by three parameters: γ, ε and
C (a trade-off between fitting the errors and the flatness of the mapping). To
−ε 0 +ε Fig.2. Example of a multilayer perceptron with 3 inputs, 2 hidden nodes and one
reduce the search space, the first two values will be set using the heuristics [4]:
C = 3 (for a standardized output) and ε = σ /√N, where σ = 1.5/N × Ni=1(yi −
y )2 and y is the value predicted by a 3-nearest neighbor algorithm. The kernel i
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