Title :
An elaboration of sequential minimal optimization for support vector regression
Author :
Chan-Yun Yang ; Kuo-Ho Su ; Gene Eu Jan
Author_Institution :
Dept. of Electr. Eng., Nat. Taipei Univ., Taipei, Taiwan
Abstract :
The computational reduction by sequential minimal optimization (SMO) is crucial for support vector regression (SVR) with large-scale function approximation. Due to the importance, the paper surveys broadly the relevant researches, digests their essentials, and then reorganizes the theory with a plain explanation. Sought first to provide a literal comprehension of SVR-SMO, the paper reforms the mathematical development with a framework of unified and non-interrupted derivations together with appropriate illustrations to visually clarify the key ideas. The development is also examined by an alternative viewpoint. The cross-examination achieves the foundation of the development more solid, and leads to a consistent suggestion of a straightforward generalized algorithm. Some consistent experimental results are also included.
Keywords :
regression analysis; support vector machines; SMO; computational reduction; cross-examination; elaboration; generalized algorithm; large-scale function approximation; noninterrupted derivations; sequential minimal optimization; support vector regression; unified derivations; Indexes; Kernel; Optimization; Regression; Sequential Minimal Optimization; Support Vector Machine;
Conference_Titel :
System Science and Engineering (ICSSE), 2014 IEEE International Conference on
Conference_Location :
Shanghai
DOI :
10.1109/ICSSE.2014.6887911