Evolution strategies based adaptive L-p LS-SVM

CORC > 科技战略咨询研究院 > 中国科学院科技战略咨询研究院 > 中国科学院科技政策与管理科学研究所(1985年6月-2016年1月19日)

	Evolution strategies based adaptive L-p LS-SVM
	Wei, LW ; Chen, ZY ; Li, JP
刊名	INFORMATION SCIENCES
	2011
卷号	181 期号:14 页码:17,3000-3016
关键词	Adaptive penalty Least squares support vector machine Classification Evolution strategies
ISSN号	0020-0255
中文摘要	Not only different databases but two classes of data within a database can also have different data structures. SVM and LS-SVM typically minimize the empirical phi-risk: regularized versions subject to fixed penalty (L-2 or L-1 penalty) are non-adaptive since their penalty forms are pre-determined. They often perform well only for certain types of situations. For example, LS-SVM with L-2 penalty is not preferred if the underlying model is sparse. This paper proposes an adaptive penalty learning procedure called evolution strategies (ES) based adaptive L-p least squares support vector machine (ES-based L-p LS-SVM) to address the above issue. By introducing multiple kernels, a L-p penalty based nonlinear objective function is derived. The iterative re-weighted minimal solver (IRMS) algorithm is used to solve the nonlinear function. Then evolution strategies (ES) is used to solve the multi-parameters optimization problem. Penalty parameterp, kernel and regularized parameters are adaptively selected by the proposed ES-based algorithm in the process of training the data, which makes it easier to achieve the optimal solution. Numerical experiments are conducted on two artificial data sets and six real world data sets. The experiment results show that the proposed procedure offer better generalization performance than the standard SVM, the LS-SVM and other improved algorithms. (C) 2011 Elsevier Inc. All rights reserved.
学科主题	Computer Science ; Information Systems
收录类别	SCI
语种	英语
WOS记录号	WOS:000290973100006
公开日期	2012-11-12
内容类型	期刊论文
源URL	[http://ir.casipm.ac.cn/handle/190111/4279]
专题	科技战略咨询研究院_中国科学院科技政策与管理科学研究所(1985年6月-2015年12月)
推荐引用方式 GB/T 7714	Wei, LW,Chen, ZY,Li, JP. Evolution strategies based adaptive L-p LS-SVM[J]. INFORMATION SCIENCES,2011,181(14):17,3000-3016.
APA	Wei, LW,Chen, ZY,&Li, JP.(2011).Evolution strategies based adaptive L-p LS-SVM.INFORMATION SCIENCES,181(14),17,3000-3016.
MLA	Wei, LW,et al."Evolution strategies based adaptive L-p LS-SVM".INFORMATION SCIENCES 181.14(2011):17,3000-3016.