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从近似超平面到SVR的算法研究
引用本文:曾绍华,魏延,葛长修.从近似超平面到SVR的算法研究[J].计算机科学,2007,34(5):181-182.
作者姓名:曾绍华  魏延  葛长修
作者单位:重庆大学自动化学院,重庆,400030;重庆师范大学管理学院,重庆,400030;重庆大学自动化学院,重庆,400030;重庆师范大学数学与计算机科学学院,重庆,400030;重庆大学自动化学院,重庆,400030
摘    要:本文证明了SVM存在近似超平面;根据SV分布于SVM超平面附近,也必然分布于其近似超平面附近的特点,提出了从近似超平面出发,通过向量距近似超平面的距离的大小逐步搜索SV,建立SVR的算法思想;列举了基于该算法思想的一个算法实例——从多元回归平面构建LS-SVM;分析了其时空复杂度,并与LS-SVM的线性方程组解法和直接分解算法进行比较,其结果是该算法能够收敛到l个训练样本直接建立的SVR,并降低了计算时间复杂度和显著降低了计算空间复杂度。

关 键 词:支持向量回归机  算法  复杂度分析

Research on Algorithms of Constructing SVR Based on its Approximate Hyperplane
ZENG Shao-Hua,WEI Yan,CAO Chang-Xiu.Research on Algorithms of Constructing SVR Based on its Approximate Hyperplane[J].Computer Science,2007,34(5):181-182.
Authors:ZENG Shao-Hua  WEI Yan  CAO Chang-Xiu
Abstract:This paper contributes a class of algorithms of constructing SVR based on its different approximate hyperplanes. It proves that SVM has its approximate hyperplanes. According as there are Support Vectors near the SVM and the Support Vectors are consequentially near the approximate hyperplane of the SVM too, to bring forward the idea of constructing SVR starting from its approximate hyperplane to search the Support Vectors step by step. It represents an algorithm instance starting from the Multiple Linear Regression Model to constructing LS-SVM, based on the idea, and analyzes its complexity. Comparing between it, the method of solving LS-SVM with system of linear equations and the decomposition algorithm, the result is the algorithm can converge to LS-SVM and decrease the time complexity and reduce evidently the space complexity.
Keywords:SVR(Support Vector Regression)  Algorithm  Complexity analysis
本文献已被 CNKI 维普 万方数据 等数据库收录!
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