Sparse support vector regression based on orthogonal forward selection for the generalised kernel model

Wang, X. X., Chen, S., Lowe, D. and Harris, C. J. (2006). Sparse support vector regression based on orthogonal forward selection for the generalised kernel model. Neurocomputing, 70 (1-3), pp. 462-474.


This paper considers sparse regression modelling using a generalised kernel model in which each kernel regressor has its individually tuned centre vector and diagonal covariance matrix. An orthogonal least squares forward selection procedure is employed to select the regressors one by one, so as to determine the model structure. After the regressor selection, the corresponding model weight parameters are calculated from the Lagrange dual problem of the original regression problem with the regularised ε{lunate}-insensitive loss function. Unlike the support vector regression, this stage of the procedure involves neither reproducing kernel Hilbert space nor Mercer decomposition concepts. As the regressors used are not restricted to be positioned at training input points and each regressor has its own diagonal covariance matrix, sparser representation can be obtained. Experiments involving one simulated example and three real data sets are used to demonstrate the effectiveness of the proposed novel regression modelling approach.

Publication DOI:
Divisions: Engineering & Applied Sciences > Mathematics
Engineering & Applied Sciences > Systems analytics research institute (SARI)
Engineering & Applied Sciences > Computer science research group
Uncontrolled Keywords: Generalised kernel model,Orthogonal least squares forward selection,Regression,Sparse modelling,Support vector machine,Artificial Intelligence,Cellular and Molecular Neuroscience
Full Text Link: https://eprints ... NEUCOM10325.pdf
Related URLs: http://www.scop ... tnerID=8YFLogxK (Scopus URL)
https://www.sci ... 0397?via%3Dihub (Publisher URL)
Published Date: 2006-12-01
Authors: Wang, X. X.
Chen, S.
Lowe, D.
Harris, C. J.

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