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Research on an Algorithm of Support Vector Stepwise Regression
Beijing, China August 30-September 01
DOI Bookmark: http://doi.ieeecomputersociety.org/10.1109/ICICIC.2006.504First International Conference on Inn ...
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Shaohua Zeng, Chongqing University, China
Yan Wei, Chongqing University, China
Tingcai Duan, Chongqing University, China
Changxiu Cao, Chongqing University, China
SVM(Support Vector Machine) is an important tool of solving the nonlinear problem. This paper introduces the methods of constructing Support Vector Stepwise Regression ----starting from the Multiple Linear Regression Model of the sample subset to search the Support Vectors. It provides a speedy algorithm of Support Vector Stepwise Regression with the aim of decreasing the size of the Kernel Matrix and reducing the computing complexity of Support Vector Stepwise Regression, analyzes the complexity of the algorithm, and illustrates an application example.
Citation:
Shaohua Zeng, Yan Wei, Tingcai Duan, Changxiu Cao, "Research on an Algorithm of Support Vector Stepwise Regression," icicic, vol. 3, pp.452-458, First International Conference on Innovative Computing, Information and Control - Volume III (ICICIC'06), 2006
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