Journal
NEURAL COMPUTING & APPLICATIONS
Volume 23, Issue 1, Pages 175-185Publisher
SPRINGER LONDON LTD
DOI: 10.1007/s00521-012-0924-3
Keywords
Machine learning; Support vector machines; Regression; Twin support vector machine; Successive overrelaxation
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Funding
- National Natural Science Foundation of China [10971223, 11071252, 11161045, 61101231]
- Zhejiang Provincial Natural Science Foundation of China [Y1100237, Y1100629]
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This study proposes a new regressor-epsilon-twin support vector regression (epsilon-TSVR) based on TSVR. epsilon-TSVR determines a pair of epsilon-insensitive proximal functions by solving two related SVM-type problems. Different form only empirical risk minimization is implemented in TSVR, the structural risk minimization principle is implemented by introducing the regularization term in primal problems of our epsilon-TSVR, yielding the dual problems to be stable positive definite quadratic programming problems, so can improve the performance of regression. In addition, the successive overrelaxation technique is used to solve the optimization problems to speed up the training procedure. Experimental results for both artificial and real datasets show that, compared with the popular epsilon-SVR, LS-SVR and TSVR, our epsilon-TSVR has remarkable improvement of generalization performance with short training time.
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