Multi-output Support Vector Machine Regression and Its Online Learning

Authors:
Hu Gensheng;Liang Dong
Affiliations:
-;-
Venue:
CSSE '08 Proceedings of the 2008 International Conference on Computer Science and Software Engineering - Volume 04
Year:
2008

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Abstract

This paper introduces multi-output support vector machine regression (M-SVR) by using the re-weight iterative algorithm. Then the problem of online learning of M-SVR is solved by given the iterative formula for the weight of regression function using the gradient descent algorithm of instantaneous risk. Computer experiments show that the accuracy and workload of the algorithm are superior to that using several one-dimensional output SVRs algorithm.