0


基于概率预测的支持向量回归机特征选择

Feature Selection for Support Vector Regression Using Probabilistic Prediction
课程网址: http://videolectures.net/kdd2010_yang_fssv/  
主讲教师: Jian-Bo Yang
开课单位: 新加坡国立大学
开课时间: 信息不详。欢迎您在右侧留言补充。
课程语种: 英语
中文简介:
提出了一种基于包装器的概率预测支持向量回归(SVR)特征选择方法。该方法通过对有和无特征的支持向量机预测条件密度函数在特征空间上的差异进行聚合来计算特征的重要性。由于这一重要测度的精确计算很昂贵,因此提出了两种近似。通过与现有的几种支持向量机特征选择方法的比较,从人工问题和现实问题两方面评价了这些近似方法的有效性。实验结果表明,在数据集稀疏的情况下,该方法总体性能较好,至少与现有方法一样,具有显著的优越性。
课程简介: This paper presents a novel wrapper-based feature selection method for Support Vector Regression (SVR) using its probabilistic predictions. The method computes the importance of a feature by aggregating the difference, over the feature space, of the conditional density functions of the SVR prediction with and without the feature. As the exact computation of this importance measure is expensive, two approximations are proposed. The effectiveness of the measure using these approximations, in comparison to several other existing feature selection methods for SVR, is evaluated on both artificial and real-world problems. The result of the experiment shows that the proposed method generally performs better, and at least as well as the existing methods, with notable advantage when the data set is sparse.
关 键 词: 数据挖掘; 人工智能; 计算机科学; 支持向量回归
课程来源: 视频讲座网
最后编审: 2019-11-18:cwx
阅读次数: 24