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Article type: Research Article
Authors: Ye, Junyoua | Yang, Zhixiaa; b; * | Li, Zhilinc
Affiliations: [a] College of Mathematics and Systems Science, Xinjiang University, Urumuqi, China | [b] Institute of Mathematics and Physics, Xinjiang University, Urumqi, China | [c] Department of Mathematics, North Carolina State University, Raleigh, NC, USA
Correspondence: [*] Corresponding author: Zhixia Yang, College of Mathematics and Systems Science, Xinjiang University, Urumuqi 830046, China. E-mails: yangzhx@xju.edu.cn and yangzhixia@gmail.com.
Abstract: We present a novel kernel-free regressor, called quadratic hyper-surface kernel-free least squares support vector regression (QLSSVR), for some regression problems. The task of this approach is to find a quadratic function as the regression function, which is obtained by solving a quadratic programming problem with the equality constraints. Basically, the new model just needs to solve a system of linear equations to achieve the optimal solution instead of solving a quadratic programming problem. Therefore, compared with the standard support vector regression, our approach is much efficient due to kernel-free and solving a set of linear equations. Numerical results illustrate that our approach has better performance than other existing regression approaches in terms of regression criterion and CPU time.
Keywords: Regression problem, support vector regression, quadratic kernel-free least squares support vector regression
DOI: 10.3233/IDA-205094
Journal: Intelligent Data Analysis, vol. 25, no. 2, pp. 265-281, 2021
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