Volume no :2, Issue no: 1, March (2015)

NONPARALLEL HYPERPLANES SUPPORT VECTOR REGRESSOR

Author's: Ming Hou and Liya Fan
Pages: [83] - [100]
Received Date: February 2, 2015
Submitted by: Jianqiang Gao.
DOI: http://dx.doi.org/10.18642/ijamml_7100121453

Abstract

Motivated by nonparallel hyperplanes support vector machine (NHSVM), a new regression method of data, named as nonparallel hyperplanes support vector regression (NHSVR), is proposed in this paper. The advantages of NHSVR have two aspects, one is considering the minimization of structure risk by introducing a regularization term in objective function, and another is finding two nonparallel hyperplanes by solving a combined quadratic programming problem. In order to verify the effectiveness of the propose method, a series of comparative experiments are performed with TSVR, LTSVR, and on five evaluation indexes. The experiment results show that the proposed NHSVR is an effective and efficient algorithm for regression of data.

Keywords

twin support vector regression, evaluation index, nonparallel hyperplanes, structural risk.