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An Improved Decomposition Algorithm for Regression Support Vector Machines

Neural Information Processing SystemsApr-6-2023, 17:17:13 GMT

A new decomposition algorithm for training regression Support Vector Machines (SVM) is presented. The algorithm builds on the basic principles of decomposition proposed by Osuna et. The new criteria for testing optimality of a working set are derived. Based on these criteria, the principle of "maximal inconsistency" is pro(cid:173) posed to form (approximately) optimal working sets. Experimental results show superior performance of the new algorithm in compar(cid:173) ison with traditional training of regression SVM without decompo(cid:173) sition.

improved decomposition algorithm, regression support vector machine, support vector machine, (5 more...)

Neural Information Processing Systems

Technology: Information Technology > Artificial Intelligence > Machine Learning > Statistical Learning > Support Vector Machines (1.00)

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