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用于非平衡样本分类的近似支持向量机

, PP. 552-557

Keywords: 近似支持向量机(PSVM),非平衡分布,改进的近似支持向量机(MPSVM)

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Abstract:

针对标准的近似支持向量机(PSVM)没有考虑样本分布不平衡的问题,提出一种改进的PSVM算法(MPSVM).根据训练样本数量的不平衡对正负样本集分别分配不同的惩罚因子,并将原始优化问题中的惩罚因子由数值变更为一个对角阵.最后推导出线性和非线性MPSVM的决策函数,并将其与PSVM、非平衡的SVM的运算机理和性能进行比较.实验结果表明,MPSVM的性能优于PSVM,与非平衡SVM方法相比效率更高.

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