Improving Support Vector Solutions by Selecting a Sequence of Training Subsets

In this paper we demonstrate that it is possible to gradually improve the performance of support vector machine (SVM) classifiers by using a genetic algorithm to select a sequence of training subsets from the available data. Performance improvement is possible because the SVM solution generally lies some distance away from the Bayes optimal in the space of learning parameters. We illustrate performance improvements on a number of benchmark data sets.