Computer Science ›› 2016, Vol. 43 ›› Issue (2): 230-234.doi: 10.11896/j.issn.1002-137X.2016.02.048

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Incremental Learning Algorithm Based on Twin Support Vector Regression

HAO Yun-he and ZHANG Hao-feng   

  • Online:2018-12-01 Published:2018-12-01

Abstract: This paper proposed an incremental learning algorithm based on twin support vector regression.When a new sample is added to the training set,our algorithm makes full use of old computing information instead of training all the new training set,so it greatly simplifies the calculation of inverse matrix and improves the execution efficiency.Experimental results on artificial datasets,time series and UCI datasets show that our algorithm has remarkable improvement of generalization performance with short training time.

Key words: Twin support vector regression,Incremental learning,Inverse matrix,Time series

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