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Online Learning Algorithm of Direct Support Vector Machine for Regression Based on Matrix Operation
Li, Junfei; Chen, Xiaomin; Li, JF (reprint author), Ctr Space Sci & Appl Res Beijing, Beijing, Peoples R China.
Department空间技术部
Source PublicationINSTRUMENTATION, MEASUREMENT, CIRCUITS AND SYSTEMS
2012
Pages727-736
Language英语
ISSN1867-5662
ISBN978-3-642-27333-9
AbstractWith the development of support vector machine, its' application of online learning was paid close attention to more and more. In this paper ,we deduced an online learning algorithm for direct support vector machine (DSVM). By adding the bias square of hyperplane to the objective function, we introduced the mathematical mode of DSVM for regression which was extremely fast and simple, then we designed incremental and online learning algorithms by using the property of block matrix and kernel function matrix. Experimental results of simulation by using Mackey-Glass chaotic time series indicate the feasibility of the learning algorithm.; With the development of support vector machine, its' application of online learning was paid close attention to more and more. In this paper ,we deduced an online learning algorithm for direct support vector machine (DSVM). By adding the bias square of hyperplane to the objective function, we introduced the mathematical mode of DSVM for regression which was extremely fast and simple, then we designed incremental and online learning algorithms by using the property of block matrix and kernel function matrix. Experimental results of simulation by using Mackey-Glass chaotic time series indicate the feasibility of the learning algorithm.
KeywordDirect Support Vector Machine Regression Online Learning Matrix Kernel Function
Conference NameInternational Conference on Instrumentation, Measurement, Circuits and Systems (ICIMCS 2011)
Conference DateDEC 12-13, 2011
Conference PlaceHong Kong, PEOPLES R CHINA
Indexed ByEI ; CPCI
Document Type会议论文
Identifierhttp://ir.nssc.ac.cn/handle/122/2945
Collection空间技术部
Corresponding AuthorLi, JF (reprint author), Ctr Space Sci & Appl Res Beijing, Beijing, Peoples R China.
Recommended Citation
GB/T 7714
Li, Junfei,Chen, Xiaomin,Li, JF . Online Learning Algorithm of Direct Support Vector Machine for Regression Based on Matrix Operation[C]. BERLIN:SPRINGER-VERLAG BERLIN,2012:727-736.
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