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Model Combination for Support Vector Regression via Regularization Path

  • Mei Wang
  • Shizhong Liao
Part of the Lecture Notes in Computer Science book series (LNCS, volume 7458)

Abstract

In order to improve the generalization performance of support vector regression (SVR), we propose a novel model combination method for SVR on regularization path. First, we construct the initial candidate model set using the regularization path, whose inherent piecewise linearity makes the construction easy and effective. Then, we elaborately select the models for combination from the initial model set through the improved Occam’s Window method and the input-dependent strategy. Finally, we carry out the combination on the selected models using the Bayesian model averaging. Experimental results on benchmark data sets show that our combination method has significant advantage over the model selection methods based on generalized cross validation (GCV) and Bayesian information criterion (BIC). The results also verify that the improved Occam’s Window method and the input-dependent strategy can enhance the predictive performance of the combination model.

Keywords

Model combination Support vector regression Regularization path Occam’s Window 

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Copyright information

© Springer-Verlag Berlin Heidelberg 2012

Authors and Affiliations

  • Mei Wang
    • 1
    • 2
  • Shizhong Liao
    • 1
  1. 1.School of Computer Science and TechnologyTianjin UniversityTianjinChina
  2. 2.School of Computer and Information TechnologyNortheast Petroleum UniversityDaqingChina

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