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| Fast Twin Support Vector Regression Algorithm in Primal Space |
| PENG Xin-Jun1,2, WANG Yi-Fei3 |
1.Department of Mathematics, Shanghai Normal University, Shanghai 200234
2.Scientific Computing Key Laboratory of Shanghai Universities, Shanghai Normal University, Shanghai 200234
3.Department of Mathematics, Shanghai University, Shanghai 200444 |
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Abstract Twin support vector regression (TSVR) efficiently determines its objective regression function by optimizing a pair of smaller sized SVM-type problems. The objective functions of TSVR in the primal space are directly optimized by introducing the well-known Newton algorithm. This method effectively overcomes the shortcoming of TSVR that its regressor is approximated by the dual quadratic programming problems. Numerical studies show that the proposed method provides good performance and obtains less learning time compared with TSVR.
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Received: 20 November 2009
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2011, Vol. 24 
