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Evolutionary optimization of multi-parametric kernel ε-SVMr for forecasting problems

delete2012-07-17
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PRE
AI
E
Emilio G. Ortiz‐García
S
Sancho Salcedo‐Sanz
L
L. Carro‐Calvo
A
A. Portilla-Figueras
DOI:10.1007/s00500-012-0886-5delete
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摘要

摘要

En 中文
In this paper, we propose a novel multi-parametric kernel Support Vector Regression algorithm (SVMr) optimized with an evolutionary technique, specially well suited for forecasting problems. The multi-parametric SVMr model and the evolutionary algorithm proposed are both described in detail in the paper. In addition, several new bounds for the multi-parametric kernel considered are obtained, in such a way that the SVMr hyper-parameters' search space is reduced. We present experimental evidences of the good performance of the evolutionary algorithm for optimizing the multi-parametric kernel, when compared to a standard SVMr with a Grid Search approach. Specifically, results in different real regression problems from public repositories are obtained, and also a real application focused on the short-term temperature prediction at Barcelona's airport. The results obtained have shown the good performance of the multi-parametric kernel approach both in accuracy and computation time.
Keyword:
SUPPORT VECTOR MACHINES
REGRESSION
SEARCH

期刊

Soft Computing 封面图
Soft Computing
IF:
2.5
论文数:
1.0W
被引数:
2.1W

机构

U
Universidad Carlos III de Madrid
学者数:
5.5K
论文数: 5.7K
被引数: 4.5K
U
universidad de alcala
学者数:
7.9K
论文数: 6.8K
被引数: 7
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