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Erschienen in: Neural Computing and Applications 1/2013

01.07.2013 | Original Article

An ε-twin support vector machine for regression

verfasst von: Yuan-Hai Shao, Chun-Hua Zhang, Zhi-Min Yang, Ling Jing, Nai-Yang Deng

Erschienen in: Neural Computing and Applications | Ausgabe 1/2013

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Abstract

This study proposes a new regressor—ε-twin support vector regression (ε-TSVR) based on TSVR. ε-TSVR determines a pair of ε-insensitive proximal functions by solving two related SVM-type problems. Different form only empirical risk minimization is implemented in TSVR, the structural risk minimization principle is implemented by introducing the regularization term in primal problems of our ε-TSVR, yielding the dual problems to be stable positive definite quadratic programming problems, so can improve the performance of regression. In addition, the successive overrelaxation technique is used to solve the optimization problems to speed up the training procedure. Experimental results for both artificial and real datasets show that, compared with the popular ε-SVR, LS-SVR and TSVR, our ε-TSVR has remarkable improvement of generalization performance with short training time.

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Metadaten
Titel
An ε-twin support vector machine for regression
verfasst von
Yuan-Hai Shao
Chun-Hua Zhang
Zhi-Min Yang
Ling Jing
Nai-Yang Deng
Publikationsdatum
01.07.2013
Verlag
Springer-Verlag
Erschienen in
Neural Computing and Applications / Ausgabe 1/2013
Print ISSN: 0941-0643
Elektronische ISSN: 1433-3058
DOI
https://doi.org/10.1007/s00521-012-0924-3

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