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An Online Robust Support Vector Regression for Data Streams
DOI:10.1109/TKDE.2020.2979967.png)
摘要
En 中文
Since support vector regression (SVR) is a flexible regression algorithm, its computational complexity does not depend on the dimensionality of the input space, and it has excellent generalization capability. However, a central assumption with SVRs is that all the required data is available at the time of construction, which means these algorithms cannot be used with data streams. Incremental SVR has been offered as a potential solution, but its accuracy suffers with noise and learning speeds are slow. To overcome these two limitations, we propose a novel incremental regression algorithm, called online robust support vector regression (ORSVR). ORSVR solves nonparallel bound functions simultaneously. Hence, the large quadratic programming problem (QPP) in classical v-SVR are decomposed into two smaller QPPs. An incremental learning algorithm then solves each QPP step-by-step. The results of a series of comparative experiments demonstrate that the ORSVR algorithm efficiently solves regression problems in data streams, with or without noise, and speeds up the learning process.
Keyword:
Support vector regression
data streams
incremental learning
noisy data
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期刊
IF:
10.4
论文数:
6.8K
被引数:
3.2W
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