Abstract
Support vector regression (SVR) based on unconstrained convex quadratic programming is proposed, in which Gaussian loss function is adopted. Compared with standard SVR, this method has a fast training speed and can be generalized into the complex-valued field directly. Experimental results confirm the feasibility and the validity of our method.
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© 2006 Springer-Verlag Berlin Heidelberg
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Zhou, W., Zhang, L., Jiao, L., Pan, J. (2006). Support Vector Regression Based on Unconstrained Convex Quadratic Programming. In: Jiao, L., Wang, L., Gao, Xb., Liu, J., Wu, F. (eds) Advances in Natural Computation. ICNC 2006. Lecture Notes in Computer Science, vol 4221. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11881070_27
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DOI: https://doi.org/10.1007/11881070_27
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-45901-9
Online ISBN: 978-3-540-45902-6
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