A Novel SVR Parameter Selection Base on Bi-level Programming Problem
The selection of parameters plays an important role to the performance of support vector regression (SVR). In this paper, a novel parameter selection method for SVR is presented based on the bi-level programming problem. The proposed method does not need priori knowledge the value of the parameter ε. At the same time, the parameter ε can be calculated by the new SVR. And the number of the support vector will be controlled by the parameter C, even if the value of the parameter C is too big, the regression function still adapts to real function. And then, the complexity doesnt increase. Experimental results show that the better performance could be obtained by using the new SVR than the standard SVR.
bi-level programming problems Support vector regression parameter selection
Feng Xiangdong Hu Guanghua
School of Mathematics and Statistics of Yunnan University, Yunnan Kunming, P.R. China, 650091 The En School of Mathematics and Statistics of Yunnan University, Yunnan Kunming, P.R. China 650091
国际会议
2009年中国控制与决策会议(2009 Chinese Control and Decision Conference)
广西桂林
英文
6025-6029
2009-06-17（万方平台首次上网日期，不代表论文的发表时间）