A heuristic weight-setting algorithm for robust weighted least squares support vector regression

Publisher:
Springer-Verlag
Publication Type:
Journal Article
Citation:
Wen, W. et al. 2001 'A heuristic weight-setting algorithm for robust weighted least squares support vector regression', Lecture Notes in Computer Science, vol. 4232, pp. 750-759.
Issue Date:
2006
Filename Description Size
Thumbnail2006006983.pdf241.98 kB
Adobe PDF
Full metadata record
Firstly, a heuristic algorithm for labeling the ?outlierness? of samples is presented in this paper. Then based on it, a heuristic weight-setting algorithm for least squares support vector machine (LS-SVM) is proposed to obtain the robust estimations. In the proposed algorithm, the weights are set according to the changes of the observed value in the neighborhood of a sample?s input space. Numerical experiments show that the heuristic weight-setting algorithm is able to set appropriate weights on noisy data and hence effectively improves the robustness of LS-SVM.
Please use this identifier to cite or link to this item: