Regularized least squares support vector regression for the simultaneous learning of a function and its derivatives

  • Authors:
  • Jayadeva;Reshma Khemchandani;Suresh Chandra

  • Affiliations:
  • IBM India Research Lab, Block - C, Institutional Area Vasant Kunj, New Delhi 110 070, India;Department of Mathematics, Indian Institute of Technology, Hauz Khas, New Delhi 110 016, India;Department of Mathematics, Indian Institute of Technology, Hauz Khas, New Delhi 110 016, India

  • Venue:
  • Information Sciences: an International Journal
  • Year:
  • 2008

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Abstract

In this paper, we propose a regularized least squares approach based support vector machine for simultaneously approximating a function and its derivatives. The proposed algorithm is simple and fast as no quadratic programming solver needs to be employed. Effectively, only the solution of a structured system of linear equations is needed.