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Research and Application of Adaptative Weighted p-Norm LS-SVM
Abstract:
In order to overcome some disadvantages of LS-SVM, such as noise-sensitive and less sparsity, adaptive weighted p-norm LS-SVM is proposed. Experiments shows that different data, using a different regularization(p) can improve the accuracy of the regression, where 1<p<2. p-norm LS-SVM can be convented to the form of compressed sensing, then it can be solved using IRLS. For each sample, because they are not the same, weighted membership degree is introduced to the optimization function so that leading to less error. There are some parameters of weighted p-norm LS-SVM, genetic algorithm is introduced to obtain the optimal parameters. Case study shows that adaptive weighted p-norm LS-SVM is better than other SVM and good result is obtained.
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1692-1697
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Online since:
January 2014
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© 2014 Trans Tech Publications Ltd. All Rights Reserved
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