A Fast Algorithm for Solving Least Squares Kernel Twin Bounded SVR
ZHAO Chun-hui
HOU Min
Abstract:This paper proposes a new fast algorithm for solvingleast squares kernel twin bounded SVR .Different from classical algorithm ,the fast algorithm can obtain the regression function by using the KKT conditions of the original problem instead of solving the dual problem .In order to verify the ef‐fectiveness of the fast algorithm ,in this paper ,a series of experiments compared with the classical algo‐rithm are performed by using 10 datasets taken from UCI database and 4 evaluating indicators .The ex‐periment results indicates that the proposed fast algorithm is an effective and competitive algorithm .
Keywords:twin bounded support vector regression machineleast squaresfast algorithmclassi-cal algorithmalgorithm comparison
Publication Date:2016-01-01
Online Publishing Date:2026-08-28(First online date of this platform, not the publication date of the document)
Pages:6( 14-19 )

ISSN:1672-6634
Year, Vol.(Issue):2016,29(3)