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基于PSO的SVR参数优化选择方法研究
引用本文:熊伟丽,徐保国. 基于PSO的SVR参数优化选择方法研究[J]. 系统仿真学报, 2006, 18(9): 2442-2445
作者姓名:熊伟丽  徐保国
作者单位:1. 江南大学控制科学与工程研究中心,无锡,214122
2. 江南大学通信与控制工程学院,无锡,214122
摘    要:支持向量回归机(SVR)模型的拟合精度和泛化能力取决于其相关参数的选取,因此提出了基于粒子群(PSO)算法的SVR参数优化选择方法;并以不同噪声影响下的sinc函数和实际发酵过程产物浓度的SVR模型为对象,将提出的PSO优化参数方法与现有的交叉验证法、留一法进行比较。仿真结果表明:该PSO优化SVR参数方法可行、有效,由此得到的SVR模型具有更好的学习精度和推广能力。

关 键 词:支持向量回归  参数优化选择  粒子群算法  状态预估
文章编号:1004-731X(2006)09-2442-04
收稿时间:2006-01-06
修稿时间:2006-06-28

Study on Optimization of SVR Parameters Selection Based on PSO
XIONG Wei-li,XU Bao-guo. Study on Optimization of SVR Parameters Selection Based on PSO[J]. Journal of System Simulation, 2006, 18(9): 2442-2445
Authors:XIONG Wei-li  XU Bao-guo
Affiliation:1.Control Science and Engineering Research Center, Southern Yangtze University, Wuxi 214122, China; 2.School of Communication and Control Engineering, Southern Yangtze University, Wuxi 214122, China
Abstract:The regression accuracy and generalization performance of the support vector regression (SVR) models depend on a proper setting of its parameters. An optimal selection approach of SVR parameters was put forward based on particle swarm optimization (PSO) algorithm. Furthermore, a comparison was made between the performance of PSO parameter selection and cross validation (CV) and leave-one-out (LOO) method on various data sets, such as a sin c function with additive noise and a SVR model of the product concentration in fermentation process. Simulation results show that the optimal selection approach based on PSO is available and the PSO-SVR model has superior learning accuracy and generalization performance.
Keywords:support vector regression  parameter selection  particle swarm optimization algorithm  state estimation
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