• SYSTEMS ENGINEERING •

### Novel algorithm for constructing support vector machine regression ensemble

Li Bo , Li Xinjun & Ζhao Zhiyan

1. School of Management, Tianjin Univ., Tianjin 300072, P. R China
• Online:2006-09-25 Published:2006-09-25

Abstract:

A novel algorithm for constructing support vector machine regression ensemble is proposed. As to regression prediction, support vector machine regression (SVMR) ensemble is proposed by resampling from given training data sets repeatedly and aggregating several independent SVMRs, each of which is trained to use a replicated training set. After training, several independently trained SVMRs need to be aggregated in an appropriate combination manner. Generally, the linear weighting is usually used like expert weighting score in Boosting Regression and it is without optimization capacity. Three combination techniques are proposed, including simple arithmetic mean, linear least square error weighting and nonlinear hierarchical combining that uses another upper-layer SVMR to
combine several lower-layer SVMRs. Finally, simulation experiments demonstrate the accuracy and validity of the presented algorithm.

Key words: