DocumentCode
3199195
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
fYear
2008
fDate
16-18 March 2008
Firstpage
206
Lastpage
211
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;
fLanguage
English
Publisher
ieee
Conference_Titel
System Theory, 2008. SSST 2008. 40th Southeastern Symposium on
Conference_Location
New Orleans, LA
ISSN
0094-2898
Print_ISBN
978-1-4244-1806-0
Electronic_ISBN
0094-2898
Type
conf
DOI
10.1109/SSST.2008.4480221
Filename
4480221
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