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支持向量回归机的光滑函数研究*

, PP. 273-279

Keywords: 回归,支持向量机(SVM),ε-不敏感损失函数,光滑函数

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Abstract:

光滑函数能将不光滑模型变为光滑模型,改善支持向量机的回归性能和效率.Lee等人用一个光滑函数逼近ε-不敏感损失函数的平方,提出ε-不敏感的光滑支持向量回归机模型(ε-SSVR).本文为求ε-不敏感支持向量回归机的新光滑函数,运用插值函数和复合函数的方法,首先求正号函数的光滑逼近,然后将其复合成ε-不敏感损失函数平方的光滑函数,得到一类新的光滑函数.并从理论上证明该类光滑函数的逼近精度比以往的光滑函数高一个数量级.实验结果表明回归效果得到改善,从而为支持向量回归机提供一类新的光滑函数.

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