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Erschienen in: Neural Computing and Applications 1/2013

01.05.2013 | Original Article

On Lagrangian twin support vector regression

verfasst von: S. Balasundaram, M. Tanveer

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

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Abstract

In this paper, a simple and linearly convergent Lagrangian support vector machine algorithm for the dual of the twin support vector regression (TSVR) is proposed. Though at the outset the algorithm requires inverse of matrices, it has been shown that they would be obtained by performing matrix subtraction of the identity matrix by a scalar multiple of inverse of a positive semi-definite matrix that arises in the original formulation of TSVR. The algorithm can be easily implemented and does not need any optimization packages. To demonstrate its effectiveness, experiments were performed on well-known synthetic and real-world datasets. Similar or better generalization performance of the proposed method in less training time in comparison with the standard and twin support vector regression methods clearly exhibits its suitability and applicability.

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Metadaten
Titel
On Lagrangian twin support vector regression
verfasst von
S. Balasundaram
M. Tanveer
Publikationsdatum
01.05.2013
Verlag
Springer-Verlag
Erschienen in
Neural Computing and Applications / Ausgabe Sonderheft 1/2013
Print ISSN: 0941-0643
Elektronische ISSN: 1433-3058
DOI
https://doi.org/10.1007/s00521-012-0971-9

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