Title :
A new optimizing procedure for ν-support vector regressor
Author :
Perez-Cruz, Fernando ; Artes-Rodriguez, Antonio
Author_Institution :
Dpto. Teoria de la Senal y Comunicaciones, Univ. de Alcala, Madrid, Spain
Abstract :
We present an approach to solve the v-SVR. It is based on an iterative re-weighted least squares (IRWLS) procedure, which is simple to implement and can be tuned to the usual ν-SVR solution. The IRWLS procedure is much more efficient (computational load) than quadratic programming techniques, which are usually employed to solve it
Keywords :
Hilbert spaces; learning automata; least squares approximations; optimisation; statistical analysis; ν-support vector regressor; computational load; iterative re-weighted least squares; optimizing procedure; support vector machine; Computational complexity; Lagrangian functions; Least squares methods; Quadratic programming; Signal processing; Signal processing algorithms; Static VAr compensators; Support vector machine classification; Support vector machines; Training data;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 2001. Proceedings. (ICASSP '01). 2001 IEEE International Conference on
Conference_Location :
Salt Lake City, UT
Print_ISBN :
0-7803-7041-4
DOI :
10.1109/ICASSP.2001.941155
