The solution of normal least squares support vector regression(LSSVR)is lack of sparseness,which limits the real-time and hampers the wide applications to a certain degree.To overcome this obstacle,a scheme,named I2FS...The solution of normal least squares support vector regression(LSSVR)is lack of sparseness,which limits the real-time and hampers the wide applications to a certain degree.To overcome this obstacle,a scheme,named I2FSA-LSSVR,is proposed.Compared with the previously approximate algorithms,it not only adopts the partial reduction strategy but considers the influence between the previously selected support vectors and the willselected support vector during the process of computing the supporting weights.As a result,I2FSA-LSSVR reduces the number of support vectors and enhances the real-time.To confirm the feasibility and effectiveness of the proposed algorithm,experiments on benchmark data sets are conducted,whose results support the presented I2FSA-LSSVR.展开更多
孪生近端最小二乘支持向量回归机(twin proximal least squares support vector regression,TPLSSVR)是在PLSSVR模型的理论基础上结合TSVR模型的双超平面理念而设计的一种新的回归模型.本文利用TPLSSVR模型框架构建了基于高斯噪声的孪...孪生近端最小二乘支持向量回归机(twin proximal least squares support vector regression,TPLSSVR)是在PLSSVR模型的理论基础上结合TSVR模型的双超平面理念而设计的一种新的回归模型.本文利用TPLSSVR模型框架构建了基于高斯噪声的孪生近端最小二乘支持向量回归模型.该模型利用最小二乘方法,分别加入正则化项b_(1)^(2)、b_(2)_(2),将一个不等式约束问题转化为两个更简单的等式约束问题,提高了模型的泛化能力,有效提升了预测精度.为解决模型的参数选择问题,选用收敛速度快、鲁棒性好的粒子群优化算法对模型参数进行优化选择.将新构建的模型应用于人工数据集和风速数据集,实验结果显示该模型有较好的预测效果.展开更多
基金Supported by the National Natural Science Foundation of China(51006052)
文摘The solution of normal least squares support vector regression(LSSVR)is lack of sparseness,which limits the real-time and hampers the wide applications to a certain degree.To overcome this obstacle,a scheme,named I2FSA-LSSVR,is proposed.Compared with the previously approximate algorithms,it not only adopts the partial reduction strategy but considers the influence between the previously selected support vectors and the willselected support vector during the process of computing the supporting weights.As a result,I2FSA-LSSVR reduces the number of support vectors and enhances the real-time.To confirm the feasibility and effectiveness of the proposed algorithm,experiments on benchmark data sets are conducted,whose results support the presented I2FSA-LSSVR.
文摘孪生近端最小二乘支持向量回归机(twin proximal least squares support vector regression,TPLSSVR)是在PLSSVR模型的理论基础上结合TSVR模型的双超平面理念而设计的一种新的回归模型.本文利用TPLSSVR模型框架构建了基于高斯噪声的孪生近端最小二乘支持向量回归模型.该模型利用最小二乘方法,分别加入正则化项b_(1)^(2)、b_(2)_(2),将一个不等式约束问题转化为两个更简单的等式约束问题,提高了模型的泛化能力,有效提升了预测精度.为解决模型的参数选择问题,选用收敛速度快、鲁棒性好的粒子群优化算法对模型参数进行优化选择.将新构建的模型应用于人工数据集和风速数据集,实验结果显示该模型有较好的预测效果.
