Multi-output least-squares support vector regression machines

  • Authors:
  • Shuo Xu;Xin An;Xiaodong Qiao;Lijun Zhu;Lin Li

  • Affiliations:
  • Information Technology Supporting Center, Institute of Scientific and Technical Information of China No. 15 Fuxing Rd., Haidian District, Beijing 100038, China;School of Economics and Management, Beijing Forestry University No. 35 Qinghua East Rd., Haidian District, Beijing 100038, China;Information Technology Supporting Center, Institute of Scientific and Technical Information of China No. 15 Fuxing Rd., Haidian District, Beijing 100038, China;Information Technology Supporting Center, Institute of Scientific and Technical Information of China No. 15 Fuxing Rd., Haidian District, Beijing 100038, China;College of Information and Electrical Engineering, China Agricultural University No. 17 Qinghua East Rd., Haidian District, Beijing 100083, China

  • Venue:
  • Pattern Recognition Letters
  • Year:
  • 2013

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Abstract

Multi-output regression aims at learning a mapping from a multivariate input feature space to a multivariate output space. Despite its potential usefulness, the standard formulation of the least-squares support vector regression machine (LS-SVR) cannot cope with the multi-output case. The usual procedure is to train multiple independent LS-SVR, thus disregarding the underlying (potentially nonlinear) cross relatedness among different outputs. To address this problem, inspired by the multi-task learning methods, this study proposes a novel approach, Multi-output LS-SVR (MLS-SVR), in multi-output setting. Furthermore, a more efficient training algorithm is also given. Finally, extensive experimental results validate the effectiveness of the proposed approach.