General Dimensional Multiple-Output Support Vector Regressions and Their Multiple Kernel Learning

IEEE Trans Cybern. 2015 Nov;45(11):2572-84. doi: 10.1109/TCYB.2014.2377016. Epub 2014 Dec 19.

Abstract

Support vector regression has been considered as one of the most important regression or function approximation methodologies in a variety of fields. In this paper, two new general dimensional multiple output support vector regressions (MSVRs) named SOCPL1 and SOCPL2 are proposed. The proposed methods are formulated in the dual space and their relationship with the previous works is clearly investigated. Further, the proposed MSVRs are extended into the multiple kernel learning and their training is implemented by the off-the-shelf convex optimization tools. The proposed MSVRs are applied to benchmark problems and their performances are compared with those of the previous methods in the experimental section.

Publication types

  • Research Support, Non-U.S. Gov't