计算机工程与应用 ›› 2007, Vol. 43 ›› Issue (11): 33-34.

• 学术探讨 • 上一篇    下一篇

一种新的最小二乘支持向量机算法

张猛 付丽华 张维   

  1. 华中师范大学计算机科学系 中国地质大学数学与物理学院
  • 收稿日期:2006-05-15 修回日期:1900-01-01 出版日期:2007-04-11 发布日期:2007-04-11
  • 通讯作者: 付丽华

A Modified Least Squares Support Vector Machines

Meng Zhang   

  • Received:2006-05-15 Revised:1900-01-01 Online:2007-04-11 Published:2007-04-11

摘要: 基于核方法的学习算法在机器学习领域占有很重要的地位(如支持向量机support vector machines,简称SVM)。但该方法在处理回归问题时的计算复杂度为数据量的立方级。最小二乘支持向量机(least squares support vector machines 简称LS-SVM)在计算复杂性方面对传统的支持向量机的作了很大改进,但是它的计算量也达到样本点数目的平方级。在处理海量数据回归问题时,求解LS-SVM占用大量的CPU和内存资源。本文提出了一种带非齐次多项式核的最小二乘支持向量机算法,由于特征向量中含有常数分量,所以本文去掉了模型中的偏差因子,简化了LS-SVM的回归模型。新方法特别适合于海量数据回归问题。实验显示新方法的求解速度比传统LS-SVM要快很多,同时新方法的准确性却丝毫不亚于LS-SVM

关键词: 支持向量机, 多项式核, 偏移量

Abstract: A problem for many kernel-based methods is that the amount of computation required to find the solution scales as O(N^3) , where N is the number of training examples. As an interesting version of SVM, LS-SVM reduces the complexity of standard SVM to O(N^2). Both SVM and LS-SVM are not suitable for the large scale regression problem. This paper proposes a modified LS-SVM with inhomogeneous polynomial kernel. Besides, the new LS-SVM omits the bias term. This newly proposed LS-SVM has a simpler model than the standard one. Simulations performed on artificial data sets show the modified LS-SVM speeds the training process of standard LS-SVM greatly without significant loss of accuracy.○○

Key words: support vector machines, polynomial kernel, bias term