A heuristic weight-setting algorithm for robust weighted least squares support vector regression
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- Journal article
- Wen, W. et al. 2001 'A heuristic weight-setting algorithm for robust weighted least squares support vector regression', Lecture Notes in Computer Science, vol. 4232, pp. 750-759.
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Firstly, a heuristic algorithm for labeling the ?outlierness? of samples is presented in this paper. Then based on it, a heuristic weight-setting algorithm for least squares support vector machine (LS-SVM) is proposed to obtain the robust estimations. In the proposed algorithm, the weights are set according to the changes of the observed value in the neighborhood of a sample?s input space. Numerical experiments show that the heuristic weight-setting algorithm is able to set appropriate weights on noisy data and hence effectively improves the robustness of LS-SVM.
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