| 基于最小二乘支持向量机对偶优化问题的核偏最小二乘 |
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| 引用本文： | 郭辉,刘贺平,王玲.基于最小二乘支持向量机对偶优化问题的核偏最小二乘[J].北京科技大学学报,2006,28(8):790-793. |
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| 作者姓名： | 郭辉 刘贺平 王玲 |
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| 作者单位： | 北京科技大学信息工程学院,北京,100083 |
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| 基金项目： | 国家高技术研究发展计划(863计划)
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国家科技攻关计划 |
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| 摘 要： | 提出了一种基于对偶优化的核最小二乘(KPLS)方法,把KPLS用最小二乘支持向量机的形式表示.推导了KPLS对偶优化形式的公式,且使其具有最小二乘支持向量机的风格.在初始空间中构造优化问题,应用核技术在特征空间中解对偶问题,这种解与非线性的KPLS具有相似性.实验验证了这种方法的效果,表明了该方法的有效性和优越性.
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| 关 键 词： | 优化问题 偏最小二乘 最小二乘支持向量机 核偏最小二乘 最小 支持向量机 对偶问题 优化问题 prima support vector machine partial least squares based Kernel 有效性 效果 实验验证 相似性 非线性 特征空间 核技术 应用 构造 风格 公式 |
| 收稿时间： | 2005-04-25 |
| 修稿时间： | 2005-09-22 |
Kernel partial least squares based on least squares support vector machine prima l-dual optimization problem |
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| GUO Hui,LIU Heping,WANG Ling.Kernel partial least squares based on least squares support vector machine prima l-dual optimization problem[J].Journal of University of Science and Technology Beijing,2006,28(8):790-793. |
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| Authors: | GUO Hui LIU Heping WANG Ling |
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| Institution: | Information Engineering School, University of Science and Technology Beijing, Beijing 100083, China |
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| Abstract: | A kernel partial least squares (KPLS) method based on dual optimization was proposed,which was expressed by least squares support vector machine. The KPLS formulae in the form of dual optimization were deduced,which had the style of least squares support vector machine. The optimization problem was constructed in a prime space,the dual problem was solved in a eigenspace by the kernel skill and the solutions were the same as nonlinear KPLS. The model was illustrated with some examples. The results show that the proposed method is effective and superior. |
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| Keywords: | optimization problem partial least squares (PLS) least squares support vector machines (LS_-SVM) kernel partial least squares (KPLS) |
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