Research on Parameter Selection of Support Vector Regression

Article Preview

Abstract:

Parameters of support vector regression (SVR) have a great impact on complexity, training accuracy and prediction accuracy of the model. To solve the problem that excessive pursuit of training accuracy will decrease the generalization ability of model, a method of parameter optimization based on artificial fish swarm algorithm (AFSA) is put forward. A part of predictive sample is used to calculate error, and build fitness function according to it, which set up the feedback from prediction to training and avoid overfitting. The simulation results show that the method decreases the prediction error of SVR, and improve the generalization ability.

You might also be interested in these eBooks

Info:

Periodical:

Pages:

219-225

Citation:

Online since:

July 2013

Export:

Price:

Permissions CCC:

Permissions PLS:

Сopyright:

© 2013 Trans Tech Publications Ltd. All Rights Reserved

Share:

Citation:

[1] Vapnik V N, The Nature of Statistical Learning Theory, New York: Springer Verlag, (1999).

Google Scholar

[2] Smola A J, Scholkope B, A tutorial on support vector regression , Statistics and Computing, 2004, 14: 199-222.

DOI: 10.1023/b:stco.0000035301.49549.88

Google Scholar

[3] Gan X S, Zhang H C, Cheng Y M, et al, Aerodynamic parameter fitting based on robust least squares support vector machines, Computer Engineering and Applications, 2007, 43(31): 233-235.

DOI: 10.1109/snpd.2007.173

Google Scholar

[4] T. Hofmann, B. Scholkopf, and A.J. Smola. A Review of Kernel Methods in Machine Learning, Technical Report No. 156, (2006).

Google Scholar

[5] YANG X X, ZHANG W H. A new strategy for improving particle swarm optimization, International Conference on Intelligent Computing Technology and Automation. Changsha, 2009: 228- 232.

Google Scholar

[6] LI X L, SHAO Z J, QIAN J X. An optimizing method based on autonomous animate: fish-swarm algorithm, System Engineering Theory and Practice, 2002, 22, (11): 32-38.

Google Scholar

[7] LI X L, SHAO Z J, QIAN J X. Studies on Artificial Fish-Swarm Optimization Algorithm based on Decomposition and Coordination Techniques. Journal of Circuits and Systems, 2003, 23(8): 1-6.

Google Scholar