A Heuristic Weight-Setting Algorithm for Robust Weighted Least Squares Support Vector Regression.

Autor: King, Irwin, Jun Wang, Laiwan Chan, DeLiang Wang, Wen Wen, Zhifeng Hao, Zhuangfeng Shao, Xiaowei Yang, Ming Chen
Zdroj: Neural Information Processing; 2006, p773-781, 9p
Abstrakt: Firstly, a heuristic algorithm for labeling the "outlierness" of samples is presented in this paper. Then based on it, a heuristic weight-setting algorithm for least squares support vector machine (LS-SVM) is proposed to obtain the robust estimations. In the proposed algorithm, the weights are set according to the changes of the observed value in the neighborhood of a sample's input space. Numerical experiments show that the heuristic weight-setting algorithm is able to set appropriate weights on noisy data and hence effectively improves the robustness of LS-SVM. [ABSTRACT FROM AUTHOR]
Databáze: Complementary Index