Research and Application of Adaptative Weighted p-Norm LS-SVM

Article Preview

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.

You might also be interested in these eBooks

Info:

Periodical:

Pages:

1692-1697

Citation:

Online since:

January 2014

Export:

Price:

Permissions CCC:

Permissions PLS:

Сopyright:

© 2014 Trans Tech Publications Ltd. All Rights Reserved

Share:

Citation:

* - Corresponding Author

[1] Zhu J, Rosset S, Hastie T, et al. 1-norm support vector machines[J]. Advances in neural information processing systems, 2004, 16(1): 49-56.

Google Scholar

[2] Zou H. An Improved 1-norm SVM for Simultaneous Classification and Variable Selection[J]. Journal of Machine Learning Research-Proceedings Track, 2007, 2: 675-681.

Google Scholar

[3] Mangasarian O L. Exact 1-norm support vector machines via unconstrained convex differentiable minimization[J]. The Journal of Machine Learning Research, 2006, 7: 1517-1530.

Google Scholar

[4] Bennett K P, Bredensteiner E J. Duality and geometry in SVM classifiers[C]/ICML. 2000: 57-64.

Google Scholar

[5] Bennett K P, Bredensteiner E J. Duality and geometry in SVM classifiers[C]/ICML. 2000: 57-64.

Google Scholar

[6] Chartrand R, Yin W. Iteratively reweighted algorithms for compressive sensing[C]/Acoustics, Speech and Signal Processing, 2008. ICASSP 2008. IEEE International Conference on. IEEE, 2008: 3869-3872.

DOI: 10.1109/icassp.2008.4518498

Google Scholar

[7] Blumensath T, Davies M E. Iterative hard thresholding for compressed sensing[J]. Applied and Computational Harmonic Analysis, 2009, 27(3): 265-274.

DOI: 10.1016/j.acha.2009.04.002

Google Scholar

[8] Herman M A, Strohmer T. High-resolution radar via compressed sensing[J]. Signal Processing, IEEE Transactions on, 2009, 57(6): 2275-2284.

DOI: 10.1109/tsp.2009.2014277

Google Scholar

[9] Elad M. Optimized projections for compressed sensing[J]. Signal Processing, IEEE Transactions on, 2007, 55(12): 5695-5702.

DOI: 10.1109/tsp.2007.900760

Google Scholar