Computer Science ›› 2014, Vol. 41 ›› Issue (4): 230-232.

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Linear Programming Support Vector Regression Method Based on One-class Classification

SUN De-shan,ZHAO Jun,GAO Cai-kui,ZHENG Ping and LIU Xiao-fei   

  • Online:2018-11-14 Published:2018-11-14

Abstract: A new support vector regression algorithm based on linear programming was proposed according to one-class classification,which can more uncover the relation between one-class classification and regression.The tests were perform on sine function,chaos time series and real world data sets.Experiments show that the new method has comparable or better generalization performance than ε-insensitive Support Vector Regression (ε-SVR),Linear Programming Support Vector Regression (LP-SVR) and Least squares support vector regression (LS-SVR),and also show that the proposed method is feasible and valid.

Key words: One-class classification,Support vector machine,Regression algorithm,Kernel function

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