计算机科学与探索2013，Vol.7Issue(7)：649-658,10.DOI:10.3778/j.issn.1673-9418.1301008
非平行ε-带支持向量回归机
Nonparallel ε-Band Support Vector Regression
摘要
Abstract
This paper proposes a nonparallel ε-band support vector regression (NSVR) method,in which an ε-up hyperplane and an ε-down hyperplane are constructed via a pair of convex quadratic programming (QP) problems and the final regression function is derived.However,it is worth mentioning that the size of each QP problem is a half that of support vector regression (SVR).Compared with twin support vector regression (TSVR),although they are both looking for two nonparallel hyperplanes to construct the final regression function,the geometrical meaning of NSVR is more close to SVR.The experimental results indicate that NSVR has not only a good generalization performance but also a high speed.关键词
机器学习/支持向量回归机(SVR)/双支持向量回归机(TSVR)Key words
machine learning/ support vector regression (SVR)/ twin support vector regression (TSVR)分类
数理科学引用本文复制引用
高新豫,杨志霞,卢振兴..非平行ε-带支持向量回归机[J].计算机科学与探索,2013,7(7):649-658,10.基金项目
The National Natural Science Foundation of China under Grant No.11161045(国家自然科学基金). （国家自然科学基金）
