An Improved Way to Make Large-Scale SVR Learning Practical

<p/> <p>We first put forward a new algorithm of reduced support vector regression (RSVR) and adopt a new approach to make a similar mathematical form as that of support vector classification. Then we describe a fast training algorithm for simplified support vector regression, sequential...

Full description

Bibliographic Details
Main Authors: Yong Quan, Jie Yang, Lixiu Yao, Chenzhou Ye
Format: Article
Language:English
Published: SpringerOpen 2004-01-01
Series:EURASIP Journal on Advances in Signal Processing
Subjects:
Online Access:http://dx.doi.org/10.1155/S1110865704312096
Description
Summary:<p/> <p>We first put forward a new algorithm of reduced support vector regression (RSVR) and adopt a new approach to make a similar mathematical form as that of support vector classification. Then we describe a fast training algorithm for simplified support vector regression, sequential minimal optimization (SMO) which was used to train SVM before. Experiments prove that this new method converges considerably faster than other methods that require the presence of a substantial amount of the data in memory.</p>
ISSN:1687-6172
1687-6180