计算机工程与应用 ›› 2008, Vol. 44 ›› Issue (15): 139-141.

• 数据库、信号与信息处理 • 上一篇    下一篇

基于GA的ε-支持向量机参数优化研究

于 青1,2,赵 辉3   

  1. 1.天津理工大学 计算机科学与技术学院,天津 300191
    2.天津市智能计算及软件新技术重点实验室,天津 300191
    3.中国民航大学 经济与管理学院,天津 300300
  • 收稿日期:2007-12-05 修回日期:2008-02-27 出版日期:2008-05-21 发布日期:2008-05-21
  • 通讯作者: 于 青

Parameter optimization of ε-Support Vector Machine by genetic algorithm

YU Qing1,2,ZHAO Hui3   

  1. 1.School of Computer Science and Technology,Tianjin University of Technology,Tianjin 300191,China
    2.Tianjin Key Laboratory of Intelligence Computing and Novel Software Technology,Tianjin 300191,China
    3.Economics and Management College,CAUC,Tianjin 300300,China
  • Received:2007-12-05 Revised:2008-02-27 Online:2008-05-21 Published:2008-05-21
  • Contact: YU Qing

摘要: ε-支持向量机(ε-Support Vector regression Machine,SVM)是一种非常有前景的学习机器,它的回归算法已经成功应用到解决非线性函数的逼近问题。但ε-SVM参数的选择大多数是依靠经验选取,这不仅依赖于计算者的水平,还不能获得最佳函数逼近效果,很大程度上限制了该算法的发展。提出了基于遗传算法的ε-SVM参数选择方法。将该方法应用于测试函数,表明预测精度高,具有一定的推广意义。

关键词: ε-支持向量机, 参数优化, 遗传算法, 预测

Abstract: The ε-Support Vector regression Machine is a promising artificial intelligence technique,in which the regression algorithm has already been used in solving the nonlinear function approach successfully.Unfortunately,most user select parameters for an SVM by rule of thumb,so they frequently fail to generate the optimal parameters effect for the function.This has restricted effective use of SVM to a great degree.In this paper,the authors use genetic algorithm to solve the SVM parameters optimization problem.Simulation result show that the method has high precision,the method possesses certain practical application significance.

Key words: ε-SVM, parameter optimization, GA, prediction