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快速原空间孪生支持向量回归算法

, PP. 22-29

Keywords: 支持向量回归(SVR),孪生支持向量回归(TSVR),不敏感界,原始空间,Newton法

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Abstract:

孪生支持向量回归(TSVR)通过快速优化一对较小规模的支持向量机问题获得回归函数。文中提出在原始输入空间中采用Newton法直接优化TSVR的目标函数,从而有效克服TSVR通过对偶二次规划问题求得近似最优解导致性能上的损失。数值模拟实验表明该方法不仅能提高TSVR的性能,并且可降低学习时间。

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