• Title/Summary/Keyword: Least Squares Support Vector Machine

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Asymmetric least squares regression estimation using weighted least squares support vector machine

  • Hwan, Chang-Ha
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.5
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    • pp.999-1005
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    • 2011
  • This paper proposes a weighted least squares support vector machine for asymmetric least squares regression. This method achieves nonlinear prediction power, while making no assumption on the underlying probability distributions. The cross validation function is introduced to choose optimal hyperparameters in the procedure. Experimental results are then presented which indicate the performance of the proposed model.

A transductive least squares support vector machine with the difference convex algorithm

  • Shim, Jooyong;Seok, Kyungha
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.2
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    • pp.455-464
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    • 2014
  • Unlabeled examples are easier and less expensive to obtain than labeled examples. Semisupervised approaches are used to utilize such examples in an eort to boost the predictive performance. This paper proposes a novel semisupervised classication method named transductive least squares support vector machine (TLS-SVM), which is based on the least squares support vector machine. The proposed method utilizes the dierence convex algorithm to derive nonconvex minimization solutions for the TLS-SVM. A generalized cross validation method is also developed to choose the hyperparameters that aect the performance of the TLS-SVM. The experimental results conrm the successful performance of the proposed TLS-SVM.

Least-Squares Support Vector Machine for Regression Model with Crisp Inputs-Gaussian Fuzzy Output

  • Hwang, Chang-Ha
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.2
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    • pp.507-513
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    • 2004
  • Least-squares support vector machine (LS-SVM) has been very successful in pattern recognition and function estimation problems for crisp data. In this paper, we propose LS-SVM approach to evaluating fuzzy regression model with multiple crisp inputs and a Gaussian fuzzy output. The proposed algorithm here is model-free method in the sense that we do not need assume the underlying model function. Experimental result is then presented which indicate the performance of this algorithm.

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REGRESSION WITH CENSORED DATA BY LEAST SQUARES SUPPORT VECTOR MACHINE

  • Kim, Dae-Hak;Shim, Joo-Yong;Oh, Kwang-Sik
    • Journal of the Korean Statistical Society
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    • v.33 no.1
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    • pp.25-34
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    • 2004
  • In this paper we propose a prediction method on the regression model with randomly censored observations of the training data set. The least squares support vector machine regression is applied for the regression function prediction by incorporating the weights assessed upon each observation in the optimization problem. Numerical examples are given to show the performance of the proposed prediction method.

A Study on Support Vectors of Least Squares Support Vector Machine

  • Seok, Kyungha;Cho, Daehyun
    • Communications for Statistical Applications and Methods
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    • v.10 no.3
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    • pp.873-878
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    • 2003
  • LS-SVM(Least-Squares Support Vector Machine) has been used as a promising method for regression as well as classification. Suykens et al.(2000) used only the magnitude of residuals to obtain SVs(Support Vectors). Suykens' method behaves well for homogeneous model. But in a heteroscedastic model, the method shows a poor behavior. The present paper proposes a new method to get SVs. The proposed method uses the variance of noise as well as the magnitude of residuals to obtain support vectors. Through the simulation study we justified excellence of our proposed method.

Multiclass Classification via Least Squares Support Vector Machine Regression

  • Shim, Joo-Yong;Bae, Jong-Sig;Hwang, Chang-Ha
    • Communications for Statistical Applications and Methods
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    • v.15 no.3
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    • pp.441-450
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    • 2008
  • In this paper we propose a new method for solving multiclass problem with least squares support vector machine(LS-SVM) regression. This method implements one-against-all scheme which is as accurate as any other approach. We also propose cross validation(CV) method to select effectively the optimal values of hyper-parameters which affect the performance of the proposed multiclass method. Experimental results are then presented which indicate the performance of the proposed multiclass method.

Prediction Performance of Hybrid Least Square Support Vector Machine with First Principle Knowledge (First Principle을 결합한 최소제곱 Support Vector Machine의 예측 능력)

  • 김병주;심주용;황창하;김일곤
    • Journal of KIISE:Software and Applications
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    • v.30 no.7_8
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    • pp.744-751
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    • 2003
  • A hybrid least square Support Vector Machine combined with First Principle(FP) knowledge is proposed. We compare hybrid least square Support Vector Machine(HLS-SVM) with early proposed models such as Hybrid Neural Network(HNN) and HNN with Extended Kalman Filter(HNN-EKF). In the training and validation stage HLS-SVM shows similar performance with HNN-EKF but better than HNN, whereas, in the testing stage, it shows three times better than HNN-EKF, hundred times better than HNN model.

Analysis of market share attraction data using LS-SVM (최소제곱 서포트벡터기계를 이용한 시장점유율 자료 분석)

  • Park, Hye-Jung
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.5
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    • pp.879-886
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    • 2009
  • The purpose of this article is to present the application of Least Squares Support Vector Machine in analyzing the existing structure of brand. We estimate the parameters of the Market Share Attraction Model using a non-parametric technique for function estimation called Least Squares Support Vector Machine, which allows us to perform even nonlinear regression by constructing a linear regression function in a high dimensional feature space. Estimation by Least Squares Support Vector Machine technique makes it a good candidate for solving the Market Share Attraction Model. To illustrate the performance of the proposed method, we use the car sales data in South Korea's car market.

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Influencing factors and prediction of carbon dioxide emissions using factor analysis and optimized least squares support vector machine

  • Wei, Siwei;Wang, Ting;Li, Yanbin
    • Environmental Engineering Research
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    • v.22 no.2
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    • pp.175-185
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    • 2017
  • As the energy and environmental problems are increasingly severe, researches about carbon dioxide emissions has aroused widespread concern. The accurate prediction of carbon dioxide emissions is essential for carbon emissions controlling. In this paper, we analyze the relationship between carbon dioxide emissions and influencing factors in a comprehensive way through correlation analysis and regression analysis, achieving the effective screening of key factors from 16 preliminary selected factors including GDP, total population, total energy consumption, power generation, steel production coal consumption, private owned automobile quantity, etc. Then fruit fly algorithm is used to optimize the parameters of least squares support vector machine. And the optimized model is used for prediction, overcoming the blindness of parameter selection in least squares support vector machine and maximizing the training speed and global searching ability accordingly. The results show that the prediction accuracy of carbon dioxide emissions is improved effectively. Besides, we conclude economic and environmental policy implications on the basis of analysis and calculation.

Geographically weighted least squares-support vector machine

  • Hwang, Changha;Shim, Jooyong
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.1
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    • pp.227-235
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    • 2017
  • When the spatial information of each location is given specifically as coordinates it is popular to use the geographically weighted regression to incorporate the spatial information by assuming that the regression parameters vary spatially across locations. In this paper, we relax the linearity assumption of geographically weighted regression and propose a geographically weighted least squares-support vector machine for estimating geographically weighted mean by using the basic concept of kernel machines. Generalized cross validation function is induced for the model selection. Numerical studies with real datasets have been conducted to compare the performance of proposed method with other methods for predicting geographically weighted mean.