Novel algorithm for constructing support vector machine regression ensemble

1 .INTRODUCTIONRecently , support vector machine (SVM)1]is anovel and promising technique in the fields of ma-chine learning and classification or regression pre-diction accompanying artificial neural network.InSVM,several learning algorithms can be obtainedgiven different inner-product functions named ker-nel functions ,such as polynomial approach,Bayes-ian classification、radial basic function method、multilayer perceptron network2]. By now,it hasbeen successfully applied in many ar…

Novel algorithm for constructing support vector machine regression ensemble

A novel algorithm for constructing support vector machine regression ensemble is proposed. As to regression prediction, support vector machine regression (SVMR) ensemble is proposed by resampling from given training data sets repeatedly and aggregating several independent SVMRs, each of which is trained to use a replicated training set. After training, several independently trained SVMRs need to be aggregated in an appropriate combination manner. Generally, the linear weighting is usually used like expert weighting score in Boosting Regression and it is without optimization capacity. Three combination techniques are proposed, including simple arithmetic mean,linear least square error weighting and nonlinear hierarchical combining that uses another upper-layer SVMR to combine several lower-layer SVMRs. Finally, simulation experiments demonstrate the accuracy and validity of the presented algorithm.