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Research on Parameter Selection of Support Vector Regression
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.
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219-225
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Online since:
July 2013
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© 2013 Trans Tech Publications Ltd. All Rights Reserved
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