Twin Bounded Least Squares Support Vector Regression
摘要
Support Vector Machine (SVM) has received much attention in machine learning due to its profound theoretical research and practical application results. Support Vector Regression (SVR) has become a powerful tool for solving regression problems. Least Squares Support Vector Regression (LSSVR) has advantages in computing speed but can be prone to overfitting due to its sensitivity to noise and outliers. Additionally, Twin Support Vector Regression (TSVR) shows insufficient flexibility when dealing with large-scale data, and its robustness to noise could be improved. In response to these problems, this paper proposes an innovative solution: Twin Bounded Least Squares Support Vector Regression (TBLSSVR). This model combines the advantages of LSSVR and TSVR and introduces regularization terms to mitigate their limitations effectively. The regularization term helps minimize structural risk, reflecting the advantages of statistical learning theory and ensuring the stability of the solution. Experimental results demonstrate that TBLSSVR improves regression accuracy and significantly accelerates the solution speed, providing new directions and methods for future technology development.