SVOH: Rigorous Selection Approach for Optimal Hyperparameter Values

The problem we address in this paper is a model selection problem. We consider the k-fold cross-validation (KCV) technique, applied to the Gaussian support vector machine (SVM) classification algorithm. In the cross-vali- dation process, the value of k for the number of subsets is generally chosen and set aprioristically (without any ex- periment). However, the value of k affects the choice of the best compromise between the estimation error and the ap- proximation error of the model. In this way, the k value of the number of subsets can severely influence the optimal values of the SVM classifier's hyperparameters and conse- quently affect the performance of the selected model and its ability to generalize. In this work, we propose a rigorous approach for finding the values of the hyperparameters of the Gaussian SVM known as SVOH (Selection of Optimal Hyperparam- eter Values) in a context of protein-protein interaction (PPI) prediction, where it is necessary to classify the pairs of pro- teins that interact together and those that do not interact together. The proposed approach considers the k value of the number of subsets as an influential parameter of the model and therefore performs learning to find an optimal value of k.