Multi-kernel growing support vector regressor

  • Authors:
  • D. Gutiérrez-González;E. Parrado-Hernández;A. Navia-Vázquez

  • Affiliations:
  • Dept. Signal Processing and Communications, Universidad Carlos III de Madrid, Leganés, Madrid, Spain;Dept. Signal Processing and Communications, Universidad Carlos III de Madrid, Leganés, Madrid, Spain;Dept. Signal Processing and Communications, Universidad Carlos III de Madrid, Leganés, Madrid, Spain

  • Venue:
  • IWANN'05 Proceedings of the 8th international conference on Artificial Neural Networks: computational Intelligence and Bioinspired Systems
  • Year:
  • 2005

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Abstract

This paper presents a method to iteratively grow a compact Support Vector Regressor so that the balance between size of the machine and its performance can be user-controlled. The algorithm is able to combine Gaussian kernels with different spread parameter, skipping the ‘a priori' parameter estimation by allowing a progressive incorporation of nodes with decreasing values of the spread parameter, until a cross-validation stopping criterion is met. Experimental results show the significant reduction achieved in the size of the machines trained with this new algorithm and their good generalization capabilities.