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基于????-范数约束的LSSVR多核学习算法

DOI: 10.13195/j.kzyjc.2014.0867, PP. 1603-1608

Keywords: 最小二乘支持向量机,????-,范数,多核学习,泛化性

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Abstract:

针对核函数选择对最小二乘支持向量机回归模型泛化性的影响,提出一种新的基于????-范数约束的最小二乘支持向量机多核学习算法.该算法提供了两种求解方法,均通过两重循环进行求解,外循环用于更新核函数的权值,内循环用于求解最小二乘支持向量机的拉格朗日乘数,充分利用该多核学习算法,有效提高了最小二乘支持向量机的泛化能力,而且对惩罚参数的选择具有较强的鲁棒性.基于单变量和多变量函数的仿真实验表明了所提出算法的有效性.

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