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		Xin WANG,Chunhua YANG,Bin QIN,Weihua GUI.[en_title][J].Control Theory and Technology,2005,3(4):371~376.[Copy]

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XinWANG,ChunhuaYANG,BinQIN,WeihuaGUI
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Received:May 10, 2005Revised:November 16, 2005

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Parameter selection of support vector regression based on hybrid optimization algorithm and its application

Xin WANG, Chunhua YANG, Bin QIN, Weihua GUI

(School of Information Science & Engineering,Central South University,Changsha Hunan 410083,China;Department of Electric Engineering,Zhuzhou Institute of Technology,Zhuzhou Hunan 412008,China)

Abstract:

Choosing optimal parameters for support vector regression (SVR) is an important step in SVR design, which strongly affects the performance of SVR. In this paper, based on the analysis of influence of SVR parameters on generalization error, a new approach with two steps is proposed for selecting SVR parameters . First the kernel function and SVM parameters are optimized roughly through genetic algorithm, then the kernel parameter is finely adjusted by local linear search. This approach has been successfully applied to the prediction model of the sulfur content in hot metal. The experiment results show that the proposed approach can yield better generalization performance of SVR than other methods.

Key words: Support vector regression Parameters tuning Hybrid optimization Genetic algorithm(GA)