| 自适应误差惩罚支撑向量回归机 |
| |
| 引用本文： | 陈晓峰, 王士同, 曹苏群. 自适应误差惩罚支撑向量回归机[J]. 电子与信息学报, 2008, 30(2): 367-370. doi: 10.3724/SP.J.1146.2006.01081 |
| |
| 作者姓名： | 陈晓峰 王士同 曹苏群 |
| |
| 作者单位： | 1. 江南大学信息学院,无锡,214122
2. 江南大学信息学院,无锡,214122;淮阴工学院机械系,淮安,223001 |
| |
| 基金项目： | 教育部优秀人才支持计划 , 国家重点实验室基金 , 教育部科学技术研究项目 , 国防应用基础研究基金 |
| |
| 摘 要： | 该文提出一种支撑向量回归机AEPSVR。它首先用 -SVR求得一个近似的支撑向量回归函数，在此基础上，引入一种新自适应误差惩罚函数，通过迭代，得到鲁棒的支撑向量回归机。该方法因以 -SVR为基础，故可以应用各种求解SVR的优化算法。实验表明，该支撑向量回归机AEPSVR能显著地降低离群点的影响，具有良好的泛化性能。
|
| 关 键 词： | 支撑向量回归 离群点 自适应误差惩罚 |
| 文章编号： | 1009-5896（2008）02-0367-04 |
| 收稿时间： | 2006-07-20 |
| 修稿时间： | 2007-01-31 |
SVR with Adaptive Error Penalization |
| |
| Chen Xiao-feng, Wang Shi-tong, Cao Su-qun. SVR with Adaptive Error Penalization[J]. Journal of Electronics & Information Technology, 2008, 30(2): 367-370. doi: 10.3724/SP.J.1146.2006.01081 |
| |
| Authors: | Chen Xiao-feng Wang Shi-tong Cao Su-qun |
| |
| Affiliation: | School of Information, Southern Yangtz University, Wuxi 214122, China; Department of Mechanical Engineering, Huaiyin Institute of Technology, Huaian 223001, China |
| |
| Abstract: | A novel support vector regression method AEPSVR is proposed in this paper. First, an approximate regression function is obtained using -SVR method, and then a new adaptive error penalization function is introduced to enhance the robust performance of SVR such that a robust support vector regression is derived. Because the proposed AEPSVR here is based on -SVR, so various optimization methods for SVR can be used. Experimental results show that the proposed AEPSVR can reduce the affect of outliers, and have the very good generalization capability. |
| |
| Keywords: | Support Vector Regression (SVR) Outlier Adaptive Error Penalization (AEP) |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
| 点击此处可从《电子与信息学报》浏览原始摘要信息 |
|
点击此处可从《电子与信息学报》下载全文 |
|
