Successive overrelaxation for support vector regression

  • Authors:
  • Yong Quan;Jie Yang;Chenzhou Ye

  • Affiliations:
  • Inst. of Image Processing & Pattern Recognition, Shanghai Jiaotong Univ., Shanghai, People's Republic of China;Inst. of Image Processing & Pattern Recognition, Shanghai Jiaotong Univ., Shanghai, People's Republic of China;Inst. of Image Processing & Pattern Recognition, Shanghai Jiaotong Univ., Shanghai, People's Republic of China

  • Venue:
  • RSFDGrC'03 Proceedings of the 9th international conference on Rough sets, fuzzy sets, data mining, and granular computing
  • Year:
  • 2003

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Abstract

Support vector regression (SVR) is an important tool for data mining. In this paper, we first introduce a new way to make SVR have the similar mathematic form as that of support vector classification. Then we propose a versatile iterative method, successive overrelaxation, for the solution of extremely large regression problems using support vector machines. Experiments prove that this new method converges considerably faster than other methods that require the presence of a substantial amount of the data in memory.