一种向量预选取的分段支持向量机回归算法

Vector Pre-selected Piecewise Regression Algorithm for Support Vector Machines

  • 摘要: 针对数据波动剧烈时,一组特定的支持向量机回归参数无法满足随数据分布而改变的要求,导致回归曲线达不到所要求的精度的问题,同时针对如何有效删除在回归过程中某些非必要的数据以加快求解速度的问题,本文提出一种向量预选取的分段支持向量机回归算法.该算法首先根据数据空间分布特点删除一些非必要数据,然后根据不同区域样本的复杂程度对区间进行分段,针对各个区域设置相应的参数.仿真实验证明:p-p-SVR算法在保持回归精度的同时,较传统方法具有更好的泛化性能.

     

    Abstract: When data is volatile, the specific set of regression parameters of the traditional support vector machine cannot meet the requirement for the parameters to change with the data distribution. This results in the regression curve not meeting the precision requirements. At the same time, we wanted to remove some of the nonessential data in the regression process to speed up the problem-solving process. To address the above two problems, in this paper, we present a vector pre-selected piecewise regression algorithm for a support vector machine (p-p-SVR). First, the algorithm deletes some unnecessary data, based on their spatial distribution. Next, based on the complexity of different regions of the sample, training data are divided into several domains, and corresponding parameters are set for each region. Simulation results show that, compared with the traditional method, the p-p-SVR algorithm has better regression accuracy and generalization performance.

     

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