I want to use Particle Swarm Optimization (PSO)for finding hyper parameters of a support vector regression problem. Initially I tried to find the same using grid search method,but the Matlab code is taking too long to produce results. Even after reading a lot on PSO, I am still not clear on how to apply it. Can anybody help me understand or refer me to some Matlab code that shows how step by step PSO can be used in my case.
You can use Optunity, which is an open source library specifically designed for hyperparameter search.
Optunity's default optimizer is (standard) particle swarm optimization within prespecified box constraints. The software has a fully functional matlab interface. An example of optimizing LS-SVR parameters in MATLAB is available here.