聊城大学学报(自然科学版)2016,Vol.29Issue(3):14-19,6.
求解最小二乘核双生有界SVR的一个快速算法
A Fast Algorithm for Solving Least Squares Kernel Twin Bounded SVR
摘要
Abstract
This paper proposes a new fast algorithm for solvingleast squares kernel twin bounded SVR .Different from classical algorithm ,the fast algorithm can obtain the regression function by using the KKT conditions of the original problem instead of solving the dual problem .In order to verify the ef‐fectiveness of the fast algorithm ,in this paper ,a series of experiments compared with the classical algo‐rithm are performed by using 10 datasets taken from UCI database and 4 evaluating indicators .The ex‐periment results indicates that the proposed fast algorithm is an effective and competitive algorithm .关键词
双生有界支持向量回归机/最小二乘/快速算法/经典算法/算法比较Key words
twin bounded support vector regression machine/least squares/fast algorithm/classi-cal algorithm/algorithm comparison分类
数理科学引用本文复制引用
赵春晖,侯敏..求解最小二乘核双生有界SVR的一个快速算法[J].聊城大学学报(自然科学版),2016,29(3):14-19,6.基金项目
国家自然科学基金项目(11501278);山东省自然科学基金项目(ZR2013AQ011)资助 ()