Abstract
A novel sequential minimal optimization (SMO) algorithm for support vector regression is proposed. This algorithm is based on Flake and Lawrence’s SMO in which convex optimization problems with l variables are solved instead of standard quadratic programming problems with 2l variables where l is the number of training samples, but the strategy for working set selection is quite different. Experimental results show that the proposed algorithm is much faster than Flake and Lawrence’s SMO and comparable to the fastest conventional SMO.
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© 2006 Springer-Verlag Berlin Heidelberg
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Guo, J., Takahashi, N., Nishi, T. (2006). A Novel Sequential Minimal Optimization Algorithm for Support Vector Regression. In: King, I., Wang, J., Chan, LW., Wang, D. (eds) Neural Information Processing. ICONIP 2006. Lecture Notes in Computer Science, vol 4232. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11893028_92
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DOI: https://doi.org/10.1007/11893028_92
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-46479-2
Online ISBN: 978-3-540-46480-8
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