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Hybrid approach of selecting hyperparameters of support vector machine for regression

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1 Author(s)
Jin-Tsong Jeng ; Dept. of Comput. Sci. & Inf. Eng., Nat. Formosa Univ., Huwei Jen, Taiwan

To select the hyperparameters of the support vector machine for regression (SVR), a hybrid approach is proposed to determine the kernel parameter of the Gaussian kernel function and the epsilon value of Vapnik's ε-insensitive loss function. The proposed hybrid approach includes a competitive agglomeration (CA) clustering algorithm and a repeated SVR (RSVR) approach. Since the CA clustering algorithm is used to find the nearly "optimal" number of clusters and the centers of clusters in the clustering process, the CA clustering algorithm is applied to select the Gaussian kernel parameter. Additionally, an RSVR approach that relies on the standard deviation of a training error is proposed to obtain an epsilon in the loss function. Finally, two functions, one real data set (i.e., a time series of quarterly unemployment rate for West Germany) and an identification of nonlinear plant are used to verify the usefulness of the hybrid approach.

Published in:

Systems, Man, and Cybernetics, Part B: Cybernetics, IEEE Transactions on  (Volume:36 ,  Issue: 3 )

Date of Publication:

June 2005

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