Applied Mathematics and Mechanics (English Edition) ›› 2009, Vol. 30 ›› Issue (1): 121-128 .doi: https://doi.org/10.1007/s10483-009-0113-x

• Articles • 上一篇    

一种基于训练数据的迭代改进核函数

周志祥1;韩逢庆2   

  1. 1.重庆交通大学 土木建筑学院,重庆 400074;
    2.重庆交通大学 理学院,重庆 400074
  • 收稿日期:2008-07-18 修回日期:2008-11-11 出版日期:2009-01-01 发布日期:2009-01-01
  • 通讯作者: 周志祥

An iterative modified kernel based on training data

Zhi-xiang ZHOU1;Feng-qing HAN2   

  1. 1. College of Civil Engineering and Architecture,Chongqing Jiaotong University,Chongqing 400074, P. R. China; 2. School of Science, Chongqing Jiaotong University,Chongqing 400074, P. R. China
  • Received:2008-07-18 Revised:2008-11-11 Online:2009-01-01 Published:2009-01-01
  • Contact: Zhi-xiang ZHOU

摘要: 为提高支持向量机性能,提出一种支持向量机核函数的迭代改进新算法.利用与数据有关的保角映射,使核函数包含了全部学习样本的信息,即核函数具有数据依赖性.基本核函数的参数可取随机初值,通过对核函数进行多次迭代改进,直至得到满意的学习效果.与传统方法相比,新算法不需要筛选核函数的参数.对一元连续函数和强地震事件的仿真计算结果表明,改进SVR(support vector regression)的学习效果优于传统方法,并且随着迭代次数的增加,学习风险下降收敛,收敛速度依赖于传统方法的基本参数和改进方法的参数.

Abstract: To improve performance of a support vector regression, a new method for a modified kernel function is proposed. In this method, information of all samples is included in the kernel function with conformal mapping. Thus the kernel function is data-dependent. With a random initial parameter, the kernel function is modified repeatedly until a satisfactory result is achieved. Compared with the conventional model, the improved approach does not need to select parameters of the kernel function. Simulation is carried out for the one-dimension continuous function and a case of strong earthquakes. The results show that the improved approach has better learning ability and forecasting precision than the traditional model. With the increase of the iteration number, the figure of merit decreases and converges. The speed of convergence depends on the parameters used in the algorithm.

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