Hierarchical modified regularized least squares fuzzy support vector regression through multiscale approach

  • Authors:
  • Arindam Chaudhuri

  • Affiliations:
  • Faculty of Post Graduate Studies and Research, Computer Engineering and Technology, Marwadi Education Foundation's Group of Institutions, Rajkot, India

  • Venue:
  • IWANN'13 Proceedings of the 12th international conference on Artificial Neural Networks: advances in computational intelligence - Volume Part I
  • Year:
  • 2013

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Abstract

Support vector regression (SVR) is a promising regression tool based on support vector machine (SVM). It is a paradigm for identifying estimated models that are based on minimizing Vapnik's loss function of residuals. It is based on linear combination of displaced replicas of kernel function. Single kernel is ineffective when function approximated is non stationary. This problem is taken care of by hierarchical modified regularized least squares fuzzy support vector regression (HMRLFSVR). It is developed from modified regularized least squares fuzzy support vector regression (MRLFSVR) and regularized least squares fuzzy support vector regression (RLFSVR). HMRLFSVR consists of a set of hierarchical layers each containing MRLFSVR with Gaussian kernel at given scale. On increasing scale layer by layer details are incorporated inside regression function. It adapts local scale to data keeping number of support vectors and configuration time comparable with classical SVR. It considers disadvantages when approximating non stationary function using single kernel approach where it is not able to follow variations in frequency content in different regions of input space. The approach is based on interleaving regression estimate with pruning activity. It denoises original data obtaining an effective multiscale reconstruction. The tuning of SVR configuration parameters becomes simplified in HMRLFSVR. Favourable results over noisy synthetic and real datasets are obtained when compared with multikernel approaches.