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Support Vector Regression Using Mahalanobis Kernels

  • Yuya Kamada
  • Shigeo Abe
Part of the Lecture Notes in Computer Science book series (LNCS, volume 4087)

Abstract

In our previous work we have shown that Mahalanobis kernels are useful for support vector classifiers both from generalization ability and model selection speed. In this paper we propose using Mahalanobis kernels for function approximation. We determine the covariance matrix for the Mahalanobis kernel using all the training data. Model selection is done by line search. Namely, first the margin parameter and the error threshold are optimized and then the kernel parameter is optimized. According to the computer experiments for four benchmark problems, estimation performance of a Mahalanobis kernel with a diagonal covariance matrix optimized by line search is comparable to or better than that of an RBF kernel optimized by grid search.

Keywords

Model Selection Radial Basis Function Support Vector Regression Line Search Mahalanobis Distance 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2006

Authors and Affiliations

  • Yuya Kamada
    • 1
  • Shigeo Abe
    • 1
  1. 1.Graduate School of Science and TechnologyKobe UniversityKobeJapan

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