Coordinate descent method is a unconstrained optimization technique. When it is applied to support vector machine （SVM）, at each step the method updates one component of w by solving a one-variable sub-problem while...Coordinate descent method is a unconstrained optimization technique. When it is applied to support vector machine （SVM）, at each step the method updates one component of w by solving a one-variable sub-problem while fixing other components. All components of w update after one iteration. Then go to next iteration. Though the method converges and converges fast in the beginning, it converges slow for final convergence. To improve the speed of final convergence of coordinate descent method, Hooke and Jeeves algorithm which adds pattern search after every iteration in coordinate descent method was applied to SVM and a global Newton algorithm was used to solve one-variable subproblems. We proved the convergence of the algorithm. Experimental results show Hooke and Jeeves＇ method does accelerate convergence specially for final convergence and achieves higher testing accuracy more quickly in classification.展开更多
针对非正态响应的稳健设计,首先在均值与散度的联合广义线性模型基础上构建了基于广义线性模型(generalized linear model,GLM)的双响应曲面模型。然后,鉴于所构建的双响应曲面模型为高度复杂的非线性函数,运用遗传算法与模式搜索的混...针对非正态响应的稳健设计,首先在均值与散度的联合广义线性模型基础上构建了基于广义线性模型(generalized linear model,GLM)的双响应曲面模型。然后,鉴于所构建的双响应曲面模型为高度复杂的非线性函数,运用遗传算法与模式搜索的混合算法对其进行参数优化,获得可控因子的最佳参数设计值。最后,运用所提出方法对某测试晶片电阻率的参数设计进行了分析。研究结果表明,该方法能有效地减少测试晶片电阻率的质量波动,提高了产品质量的稳健性。展开更多
基金supported by the National Natural Science Foundation of China (6057407560705004)
文摘Coordinate descent method is a unconstrained optimization technique. When it is applied to support vector machine （SVM）, at each step the method updates one component of w by solving a one-variable sub-problem while fixing other components. All components of w update after one iteration. Then go to next iteration. Though the method converges and converges fast in the beginning, it converges slow for final convergence. To improve the speed of final convergence of coordinate descent method, Hooke and Jeeves algorithm which adds pattern search after every iteration in coordinate descent method was applied to SVM and a global Newton algorithm was used to solve one-variable subproblems. We proved the convergence of the algorithm. Experimental results show Hooke and Jeeves＇ method does accelerate convergence specially for final convergence and achieves higher testing accuracy more quickly in classification.
文摘针对非正态响应的稳健设计,首先在均值与散度的联合广义线性模型基础上构建了基于广义线性模型(generalized linear model,GLM)的双响应曲面模型。然后,鉴于所构建的双响应曲面模型为高度复杂的非线性函数,运用遗传算法与模式搜索的混合算法对其进行参数优化,获得可控因子的最佳参数设计值。最后,运用所提出方法对某测试晶片电阻率的参数设计进行了分析。研究结果表明,该方法能有效地减少测试晶片电阻率的质量波动,提高了产品质量的稳健性。
