增量式Huber-支持向量回归机算法研究

传统的面向支持向量回归的一次性建模算法中样本增加时,均需从头开始学习,而增量式算法可以充分利用上一阶段的学习成果。SVR的增量算法通常基于ε-不敏感损失函数,该损失函数对大的异常值比较敏感,而Huber损失函数对异常值敏感度低。所以在有噪声的情况下,Huber损失函数是比ε-不敏感损失函数更好的选择,在现实情况当中。基于此,本文提出了一种基于Huber损失函数的增量式Huber-SVR算法,该算法能够持续地将新样本信息集成到已经构建好的模型中,而不是重新建模。与增量式ε-SVR算法和增量式RBF算法相比,在对真实数据进行预测建模时,增量式Huber-SVR算法具有更高的预测精度。     

基于支持向量机的辽宁省粮食产量预测

随着中国经济的不断发展,城市化进程不断推进,总人口逐年增加;农村人口逐年减少,粮食的需求量逐年增加,某些贫困地区已经出现粮食短缺的状况.本文选取了1986年-2016年辽宁省年粮食总产量、有效灌溉面积、农业化肥施用量、农业机械总动力、播种面积以及受灾面积等相关数据.利用支持向量机回归、线性回归,随机森林三种方法,对辽宁省粮食产量进行了预测,并比较了三种方法预测的精准度.     

装备费用预测中的混合核函数支持向量机

在支持向量机预测建模中,核函数用来将低维特征空间中的非线性问题映射为高维特征空间中的线性问题.核函数的特征对于支持向量机的学习和预测都有很重要的影响.考虑到两种典型核函数—全局核(多项式核函数)和局部核(RBF核函数)在拟合与泛化方面的特性,采用了一种基于混合核函数的支持向量机方法用于预测建模.为了评价不同核函数的建模效果、得到更好的预测性能,采用遗传算法自适应进化支持向量机模型的各项参数,并将其应用于装备费用预测的实际问题中.实际计算表明采用混合核函数的支持向量机较单一核函数时有更好的预测性能,可以作为一种有效的预测建模方法在装备管理中推广应用.     

基于双子支持向量机的信用卡流失分析

银行信用卡业务属于高收益、高风险的业务,如何实现对信用卡的客户流失控制是发卡银行迫切需要解决的问题.目前,随着银行积累了大量的数据,并建立了数据仓库,使得采用数据挖掘技术来实现信用卡客户流失分析成为了可能.利用双子支持向量机,基于某商业银行的信用卡数据,建立了信用卡流失分析模型,实验结果证明了方法的有效性.     

基于支持向量机的非侵入式负荷印记识别模型

基于非侵入式电力负荷检测与分解技术近年来得到广泛推广.选取14个稳态指标作为负荷特征,建立基于支持向量机(SVM)的非侵入式负荷印记识别模型,利用多分类支持向量机(multi-class SVM)的成对分类算法,对负荷印记进行了识别,随机抽取数据进行测试,结果表明方法能够更准确地识别负荷印记,说明所提出的模型和方法具有较高的有效性和正确性.     

基于支持向量机的磨粒识别

由于神经网络的局限性,上个世纪末,支持向量机被提出和发展,它在模式识别方面有广泛的应用发展前途,并由最初的二元分类发展到现在的多元分类.本文根据支持向量机的最新发展,把最小二乘支持向量机应用在磨粒识别上,并取得了好的结果.     

结构可靠性分析的支持向量机方法

针对结构可靠性分析中功能函数不能显式表达的问题,将支持向量机方法引入到结构可靠性分析中．支持向量机是一种实现了结构风险最小化原则的分类技术,它具有出色的小样本学习性能和良好的泛化性能,因此提出了两种基于支持向量机的结构可靠性分析方法．与传统的响应面法和神经网络法相比,支持向量机可靠性分析方法的显著特点是在小样本下高精度地逼近函数,并且可以避免维数灾难．算例结果也充分表明支持向量机方法可以在抽样范围内很好地逼近真实的功能函数,减少隐式功能函数分析（通常是有限元分析）的次数,具有一定的工程实用价值．     

应用模糊支持向量机进行英文情感分类

针对英文情感分类问题,对不同样本采用不同权重,通过引入模糊隶属度函数,通过计算样本模糊隶属度确定样本隶属某一类程度的模糊支持向量机分类算法,通过对比选取不同核函数和不同惩罚系数的结果.仿真实验结果表明应用模糊支持向量机进行英文情感分类具有较好的分类能力和较高的识别能力.     

基于支持向量机的飞行事故率预测模型

飞行事故率是表征飞行安全水平的重要指标,其预测是典型的小样本问题.针对目前飞行事故率预测中存在的预测精度不高的问题,提出了一种基于回归支持向量机的飞行事故率预测建模方法.最后结合实际算例,采用SVR进行了飞行事故率预测建模并把预测结果与灰色预测和灰色马尔柯夫链预测进行了对比.仿真结果表明SVR具有很高的建模精度和泛化能力,从而验证了采用SVR进行航空飞行事故率预测的合理性和先进性.     

改进的推理型支持向量机

自V apn ik于20世纪90年代末提出推理型支持向量机的概念后,关于推理型支持向量机的研究基本处于停止状态,主要问题是这种支持向量机的优化模型求解有相当的困难.文章试图把它的优化问题变为无约束问题,再构造带有核的光滑无约束最优化问题,由此构建最优化问题易于求解的推理型支持向量机,以突破对它深入研究的瓶颈.     

Improved twin support vector machine

We improve the twin support vector machine(TWSVM)to be a novel nonparallel hyperplanes classifier,termed as ITSVM(improved twin support vector machine),for binary classification.By introducing the diferent Lagrangian functions for the primal problems in the TWSVM,we get an improved dual formulation of TWSVM,then the resulted ITSVM algorithm overcomes the common drawbacks in the TWSVMs and inherits the essence of the standard SVMs.Firstly,ITSVM does not need to compute the large inverse matrices before training which is inevitable for the TWSVMs.Secondly,diferent from the TWSVMs,kernel trick can be applied directly to ITSVM for the nonlinear case,therefore nonlinear ITSVM is superior to nonlinear TWSVM theoretically.Thirdly,ITSVM can be solved efciently by the successive overrelaxation(SOR)technique or sequential minimization optimization(SMO)method,which makes it more suitable for large scale problems.We also prove that the standard SVM is the special case of ITSVM.Experimental results show the efciency of our method in both computation time and classification accuracy.     

Error analysis of multicategory support vector machine classifiers

The paper is related to the error analysis of Multicategory Support Vector Machine (MSVM) classifiers based on reproducing kernel Hilbert spaces. We choose the polynomial kernel as Mercer kernel and give the error estimate with De La Vallée Poussin means. We also introduce the standard estimation of sample error, and derive the explicit learning rate.     

Deriving weights in multiple-criteria decision making with support vector machines

A key problem in Multiple-Criteria Decision Making is how to measure the importance of the different criteria when just a partial preference relation among actions is given. In this note we address the problem of constructing a linear score function (and thus how to associate weights of importance to the criteria) when a binary relation comparing actions and partial information (relative importance) on the criteria are given. It is shown that these tasks can be done viaSupport Vector Machines, an increasingly popular Data Mining technique, which reduces the search of the weights to the resolution of (a series of) nonlinear convex optimization problems with linear constraints. An interactive method is then presented and illustrated by solving a multiple-objective 0–1 knapsack problem. Extensions to the case in which data are imprecise (given by intervals) or intransitivities in strict preferences exist are outlined.     

A memetic approach to construct transductive discrete support vector machines

Transductive learning involves the construction and application of prediction models to classify a fixed set of decision objects into discrete groups. It is a special case of classification analysis with important applications in web-mining, corporate planning and other areas. This paper proposes a novel transductive classifier that is based on the philosophy of discrete support vector machines. We formalize the task to estimate the class labels of decision objects as a mixed integer program. A memetic algorithm is developed to solve the mathematical program and to construct a transductive support vector machine classifier, respectively. Empirical experiments on synthetic and real-world data evidence the effectiveness of the new approach and demonstrate that it identifies high quality solutions in short time. Furthermore, the results suggest that the class predictions following from the memetic algorithm are significantly more accurate than the predictions of a CPLEX-based reference classifier. Comparisons to other transductive and inductive classifiers provide further support for our approach and suggest that it performs competitive with respect to several benchmarks.     

A hierarchical multiple kernel support vector machine for customer churn prediction using longitudinal behavioral data

The availability of abundant data posts a challenge to integrate static customer data and longitudinal behavioral data to improve performance in customer churn prediction. Usually, longitudinal behavioral data are transformed into static data before being included in a prediction model. In this study, a framework with ensemble techniques is presented for customer churn prediction directly using longitudinal behavioral data. A novel approach called the hierarchical multiple kernel support vector machine (H-MK-SVM) is formulated. A three phase training algorithm for the H-MK-SVM is developed, implemented and tested. The H-MK-SVM constructs a classification function by estimating the coefficients of both static and longitudinal behavioral variables in the training process without transformation of the longitudinal behavioral data. The training process of the H-MK-SVM is also a feature selection and time subsequence selection process because the sparse non-zero coefficients correspond to the variables selected. Computational experiments using three real-world databases were conducted. Computational results using multiple criteria measuring performance show that the H-MK-SVM directly using longitudinal behavioral data performs better than currently available classifiers.     

Multicategory classification via discrete support vector machines

Discrete support vector machines (DSVM), originally proposed for binary classification problems, have been shown to outperform other competing approaches on well-known benchmark datasets. Here we address their extension to multicategory classification, by developing three different methods. Two of them are based respectively on one-against-all and round-robin classification schemes, in which a number of binary discrimination problems are solved by means of a variant of DSVM. The third method directly addresses the multicategory classification task, by building a decision tree in which an optimal split to separate classes is derived at each node by a new extended formulation of DSVM. Computational tests on publicly available datasets are then conducted to compare the three multicategory classifiers based on DSVM with other methods, indicating that the proposed techniques achieve significantly higher accuracies. This research was partially supported by PRIN grant 2004132117.     

Linearly constrained reconstruction of functions by kernels with applications to machine learning

This paper investigates the approximation of multivariate functions from data via linear combinations of translates of a positive definite kernel from a reproducing kernel Hilbert space. If standard interpolation conditions are relaxed by Chebyshev-type constraints, one can minimize the norm of the approximant in the Hilbert space under these constraints. By standard arguments of optimization theory, the solutions will take a simple form, based on the data related to the active constraints, called support vectors in the context of machine learning. The corresponding quadratic programming problems are investigated to some extent. Using monotonicity results concerning the Hilbert space norm, iterative techniques based on small quadratic subproblems on active sets are shown to be finite, even if they drop part of their previous information and even if they are used for infinite data, e.g., in the context of online learning. Numerical experiments confirm the theoretical results. Dedicated to C.A. Micchelli at the occasion of his 60th birthday Mathematics subject classifications (2000) 65D05, 65D10, 41A15, 41A17, 41A27, 41A30, 41A40, 41A63.     

基于间隔迁移的多视角支持向量机

针对同一对象从不同途径或不同层面获得的特征数据被称为多视角数据. 多视角学习是利用事物的多视角数据进行建模求解的一种新的机器学习方法. 大量研究表明, 多视角数据共同学习可以显著提高模型的学习效果, 因此许多相关模型及算法被提出. 多视角学习一般需遵循一 致性原则和互补性原则. 基于一致性原则,Farquhar 等人成功地将支持向量机(Support Vector Machine, SVM)和核典型相关分析(Kernel Canonical Correlation Analysis, KCCA)整合成一个单独的优化问题, 提出SVM-2K模型. 但是, SVM-2K模型并未充分利用多视角数据间的互补信息. 因此, 在SVM-2K模型的基础之上, 提出了基于间隔迁移的多视角支持向量机模型(Margin transfer-based multi-view support vector machine, M^2SVM), 该模型同时满足多视角学习的一致性和互补 性两原则. 进一步地, 从一致性的角度对其进行理论分析, 并 与SVM-2K比较, 揭示了 M^2SVM 比SVM-2K 更为灵活. 最后, 在大量的多视角数据集上验证了M^2SVM模型的有效性.     

Estimation of the misclassification error for multicategory support vector machine classification

The purpose of this paper is to provide an error analysis for the multicategory support vector machine （MSVM） classificaton problems. We establish the uniform convergency approach for MSVMs and estimate the misclassification error. The main difficulty we overcome here is to bound the offset vector. As a result, we confirm that the MSVM classification algorithm with polynomial kernels is always efficient when the degree of the kernel polynomial is large enough. Finally the rate of convergence and examples are given to demonstrate the main results.     

Optimal kernel selection in twin support vector machines

In twin support vector machines (TWSVMs), we determine pair of non-parallel planes by solving two related SVM-type problems, each of which is smaller than the one in a conventional SVM. However, similar to other classification methods, the performance of the TWSVM classifier depends on the choice of the kernel. In this paper we treat the kernel selection problem for TWSVM as an optimization problem over the convex set of finitely many basic kernels, and formulate the same as an iterative alternating optimization problem. The efficacy of the proposed classification algorithm is demonstrated with some UCI machine learning benchmark datasets.