Title :
Non-linear Regression Based on the Analytic Center of Feasible Region
Author :
Zeng, Fanzi ; Shen, Lianfeng ; Li, Renfa
Author_Institution :
Lab. of Embedded Syst. & Networking, Hunan Univ., Changsha
Abstract :
Non-linear regression algorithm is proposed based on the analytic center of feasible region, which overcomes the drawback the generalization performance of support vector regression degrades when the feasible space is elongated or asymmetric; the proof is given that the algorithm proposed is equivalent to the maximum likelihood parameter estimation when fitting error satisfies a class of probability density function. The experiments demonstrate the validity of the non-linear regression proposed in this paper
Keywords :
maximum likelihood estimation; regression analysis; support vector machines; feasible region; maximum likelihood parameter estimation; nonlinear regression; probability density function; support vector regression; Algorithm design and analysis; Degradation; Functional analysis; Kernel; Laboratories; Linear regression; Maximum likelihood estimation; Parameter estimation; Performance analysis; Vectors;
Conference_Titel :
Signal Processing, 2006 8th International Conference on
Conference_Location :
Beijing
Print_ISBN :
0-7803-9736-3
Electronic_ISBN :
0-7803-9736-3
DOI :
10.1109/ICOSP.2006.345768