基于AOSVR的交通流预测及参数选择

实时、准确的交通流量预测是智能交通系统发展的关键.AOSVR是一种支持向量机的在线更新算法,具有模型在线学习的特点,可应用于交通流量的实时预测,其中模型参数的选择是预测性能的关键因素.利用大连SCOOT系统采集的实时数据,通过训练集求解AOSVR的不敏感损失系数ε和惩罚参数C,形成自适应参数选择的AOSVR方法.仿真结果表明该方法能够满足动态路网交通流量预测的实时性和精确性需求,具有一定的应用价值.     

支持向量回归参数的混合选择

为提高支持向量回归算法的学习能力和泛化性能，提出了一种优化支持向量回归参数的混合选择算法。根据训练样本的规模和噪声水平等信息，确定支持向量回归参数的取值范围，用实数编码的免疫遗传算法搜索最佳参数值。混合选择算法具有较高的精度和效率，在选择支持向量回归参数时，不必考虑模型的复杂度和变量维数。仿真实验结果表明，该算法是选择支持向量回归参数的有效方法，应用到函数逼近问题时具有优良的性能。     

一种分布式智能推荐系统的设计

为提高支持向量回归算法的学习能力和泛化性能,提出了一种优化支持向量回归参数的混合选择算法.根据训练样本的规模和噪声水平等信息,确定支持向量回归参数的取值范围,用实数编码的免疫遗传算法搜索最佳参数值.混合选择算法具有较高的精度和效率,在选择支持向量回归参数时,不必考虑模型的复杂度和变量维数.仿真实验结果表明,该算法是选择支持向量回归参数的有效方法,应用到函数逼近问题时具有优良的性能.     

Fault tolerance in the framework of support vector machines based model predictive control

Model based predictive control (MBPC) has been extensively investigated and is widely used in industry. Besides this, interest in non-linear systems has motivated the development of MBPC formulations for non-linear systems. Moreover, the importance of security and reliability in industrial processes is in the origin of the fault tolerant strategies developed in the last two decades. In this paper a MBPC based on support vector machines (SVM) able to cope with faults in the plant itself is presented. The fault tolerant capability is achieved by means of the accurate on-line support vector regression (AOSVR) which is capable of training an SVM in an incremental way. Thanks to AOSVR is possible to train a plant model when a fault is detected and to change the nominal model by the new one, that models the faulty plant. Results obtained under simulation are presented.     

Optimal training subset in a support vector regression electric load forecasting model

This paper presents an optimal training subset for support vector regression (SVR) under deregulated power, which has a distinct advantage over SVR based on the full training set, since it solves the problem of large sample memory complexity O(N²) and prevents over-fitting during unbalanced data regression. To compute the proposed optimal training subset, an approximation convexity optimization framework is constructed through coupling a penalty term for the size of the optimal training subset to the mean absolute percentage error (MAPE) for the full training set prediction. Furthermore, a special method for finding the approximate solution of the optimization goal function is introduced, which enables us to extract maximum information from the full training set and increases the overall prediction accuracy. The applicability and superiority of the presented algorithm are shown by the half-hourly electric load data (48 data points per day) experiments in New South Wales under three different sample sizes. Especially, the benefit of the developed methods for large data sets is demonstrated by the significantly less CPU running time.     

可有效抵抗一般性几何攻击的数字水印检测方法

以回归型支持向量机理论为基础, 结合性能稳定的伪Zernike矩和Krawtchouk矩, 提出了一种可有效抵抗一般性几何攻击的强鲁棒数字图像水印检测算法. 该算法首先选取图像的低阶Krawtchouk矩作为特征向量, 然后利用SVR对几何变换参数进行训练学习并对待检测图像进行数据预测, 最后对其进行几何校正并提取水印信息. 仿真实验结果表明, 该数字图像水印检测算法不仅具有较好的不可感知性, 而且对常规信号处理和一般性几何攻击均具有较好的鲁棒性.     

无偏置支持向量回归优化问题

为了研究偏置对支持向量回归(support vector regression,简称SVR)问题泛化性能的影响,首先提出了无偏置SVR(NBSVR)的优化问题及其对偶问题.推导出了NBSVR优化问题全局最优解的必要条件,然后证明了SVR的对偶问题只能得到NBSVR对偶问题的次优解.同时提出了NBSVR的有效集求解算法,并证明了它是线性收敛的.基于21个标准数据集的实验结果表明,在对偶问题解空间上,有偏置支持向量回归算法只能得到无偏置支持向量回归算法的次优解,NBSVR的均方根误差要低于SVR.NBSVR的训练时间不仅低于SVR,而且对核参数变化不太敏感.     

The robust and efficient adaptive normal direction support vector regression

The recently proposed reduced convex hull support vector regression (RH-SVR) treats support vector regression (SVR) as a classification problem in the dual feature space by introducing an epsilon-tube. In this paper, an efficient and robust adaptive normal direction support vector regression (AND-SVR) is developed by combining the geometric algorithm for support vector machine (SVM) classification. AND-SVR finds a better shift direction for training samples based on the normal direction of output function in the feature space compared with RH-SVR. Numerical examples on several artificial and UCI benchmark datasets with comparisons show that the proposed AND-SVR derives good generalization performance     

Hybrid approach of selecting hyperparameters of support vector machine for regression.

To select the hyperparameters of the support vector machine for regression (SVR), a hybrid approach is proposed to determine the kernel parameter of the Gaussian kernel function and the epsilon value of Vapnik's epsilon-insensitive loss function. The proposed hybrid approach includes a competitive agglomeration (CA) clustering algorithm and a repeated SVR (RSVR) approach. Since the CA clustering algorithm is used to find the nearly "optimal" number of clusters and the centers of clusters in the clustering process, the CA clustering algorithm is applied to select the Gaussian kernel parameter. Additionally, an RSVR approach that relies on the standard deviation of a training error is proposed to obtain an epsilon in the loss function. Finally, two functions, one real data set (i.e., a time series of quarterly unemployment rate for West Germany) and an identification of nonlinear plant are used to verify the usefulness of the hybrid approach.     

A method to sparsify the solution of support vector regression

Although the solution of support vector machine (SVM) is relatively sparse, it makes unnecessarily liberal use of basis functions since the number of support vectors required typically grows linearly with the size of the training set. In this paper, we present a simple post-processing method to sparsify the solution of support vector regression (SVR). The main idea is as follows: first, we train a SVR machine on the full training set; then another SVR machine is trained only on a subset of the full training set with modified target values. This process is done several times iteratively. Experiments indicate that the proposed method can reduce the support vectors greatly while maintaining the good generalization capacity of SVR.