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begin to prepare the section Example of solving a multicriteria optim…
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…ization problem
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alvls committed Nov 1, 2024
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Expand Up @@ -1826,16 +1826,35 @@ we will set the number_of_parallel_points parameter to 12, and also limit oursel
Level lines of the objective function, built with the parameter kernel='rbf'
During the experiment an optimal quality metric value of -0.9469 was obtained with the following combination
of parameters: :math:`C = 1.647410^5` `C = 1.6474 \dot 10^5`, gamma = 0.0767, kernel = 'rbf'.
of parameters: :math:`C = 1.647410^5, C = 1.6474 \dot 10^5`, gamma = 0.0767, kernel = 'rbf'.
Example of solving a multi-criteria optimization problem
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If optimization is performed using several criteria, then the solution to the problem becomes more complicated.
The problem is that the criteria are usually contradictory: decreasing the value of one of them often leads
to an increase in the values of others. Let's consider the work of the iOpt framework when solving a multi-criteria problem.
To do this, we modify the problem statement in Section Tuning support vector machine hyperparameters for a classification problem in machine learning.
Dataset used
~~~~~~~~~~~~
We will use the `breast cancer_` dataset. The dataset includes 569 examples, each with 30
numerical characteristics. Characteristics are calculated from a digitized fine needle aspiration
(FNA) image of the breast mass. They describe the characteristics of the nuclei of the cells present
in the image. The distribution by class is as follows: 212 malignant, 357 benign tumors.
.. _`breast cancer`: https://archive.ics.uci.edu/ml/datasets/Breast+Cancer+Wisconsin+(Diagnostic)
Finding optimal parameters using the iOpt framework
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
Let's launch the iOpt framework to construct the Pareto set.
We consider two continuous parameters:
#. regularization parameter **C**: [10\ :sup:`1`, 10\ :sup:`6`];
#. kernel coefficient **gamma**: [10\ :sup:`-7`, 10\ :sup:`-3`].
First, we need to formulate the basic problem as a class inherited from Problem.

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