Title :
Mean Field Method of Least Square Support Vector Machine for Function Approximation
Author :
Chen, Wenhui ; Zhu, Changchun ; Cui, Wanzhao
Author_Institution :
Xi´´an Jiaotong Univ., Xi´´an
Abstract :
This paper presents a simple mean field method of least square support vector machine for function approximation, which corresponds to a mean field method for the regularization network. The proposed method is illustrated for the Gaussian kernel. A number of simulations are presented to demonstrate the performance of the proposed method including modeling nonlinear function, Mackey-Glass time series and stock prices.
Keywords :
Gaussian processes; function approximation; least squares approximations; support vector machines; Gaussian kernel; Mackey-Glass time series; function approximation; least square support vector machine; mean field method; regularization network; Bayesian methods; Function approximation; Gaussian distribution; Gaussian processes; Least squares approximation; Machine learning; Magnetic force microscopy; Support vector machine classification; Support vector machines; Training data;
Conference_Titel :
System Theory, 2008. SSST 2008. 40th Southeastern Symposium on
Conference_Location :
New Orleans, LA
Print_ISBN :
978-1-4244-1806-0
Electronic_ISBN :
0094-2898
DOI :
10.1109/SSST.2008.4480221
