Shilton A, Lai DTH, Palaniswami M. A division algebraic framework for multidimensional support vector regression.
ACTA ACUST UNITED AC 2009;
40:517-28. [PMID:
19737676 DOI:
10.1109/tsmcb.2009.2028314]
[Citation(s) in RCA: 24] [Impact Index Per Article: 1.6] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/06/2022]
Abstract
In this paper, division algebras are proposed as an elegant basis upon which to extend support vector regression (SVR) to multidimensional targets. Using this framework, a multitarget SVR called epsilon(Z)-SVR is proposed based on an epsilon-insensitive loss function that is independent of the coordinate system or basis used. This is developed to dual form in a manner that is analogous to the standard epsilon-SVR. The epsilon(H)-SVR is compared and contrasted with the least-square SVR (LS-SVR), the Clifford SVR (C-SVR), and the multidimensional SVR (M-SVR). Three practical applications are considered: namely, 1) approximation of a complex-valued function; 2) chaotic time-series prediction in 3-D; and 3) communication channel equalization. Results show that the epsilon(H)-SVR performs significantly better than the C-SVR, the LS-SVR, and the M-SVR in terms of mean-squared error, outlier sensitivity, and support vector sparsity.
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