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基于正交设计下SVM滑坡变形时序回归预测的超参数选择
引用本文:万智,董辉,刘宝琛.基于正交设计下SVM滑坡变形时序回归预测的超参数选择[J].岩土力学,2010,31(2):503-508.
作者姓名:万智  董辉  刘宝琛
作者单位:1.中南大学 土木建筑学院,长沙 410075;2.湖南省交通科学研究院,长沙 410015;3.湘潭大学 土木工程与力学学院,湖南 湘潭 411105
基金项目:西部交通建设科技项目 
摘    要:超参数的选择直接影响着支持向量机(SVM)的泛化性能和回归效验,是确保SVM优秀性能的关键。针对超参数穷举搜索方法的难点,从试验设计的角度,提出了正交设计超参选择方法,并分析了基于混合核函数(比单一核函数具有更好的收敛性和模型适应性)SVM各个超参数的取值范围,选定了每个参数的试验水平。通过考虑参数间的正交性和交互性,选取最优超参数组合下的SVM模型。应用该方法,对两种典型滑坡位移时序的SVM建模进行了超参数组合正交优化设计,获得了精度高且泛化性能良好的滑坡预测模型,其试验结果验证了方法的可靠性。正交设计超参选择方法较之其他超参选择法简单实用,其高时效的特点更有助于SVM在实践工程中的良好应用。

关 键 词:正交设计  支持向量机  超参数  时序回归  滑坡  
收稿时间:2008-07-11

On choice of hyper-parameters of support vector machines for time series regression and prediction with orthogonal design
WAN Zhi,DONG Hui,LIU Bao-chen.On choice of hyper-parameters of support vector machines for time series regression and prediction with orthogonal design[J].Rock and Soil Mechanics,2010,31(2):503-508.
Authors:WAN Zhi  DONG Hui  LIU Bao-chen
Institution:1. School of Civil and Architectural Engineering, Central South University, Changsha 410075, China; 2. Hunan Communications Research Institute, Changsha 410015, China; 3. College of Civil Engineering and Mechanics, Xiangtan University, Xiangtan 411105, China
Abstract:Selection of the hyper-parameters is critical to the performance of support vector machines (SVM), directly impacting the generalization and regression efficacy of the SVM. An orthogonal experimental design procedure for hyper-parameter selection (ODPS) is clearly desirable given the intractable problem of exhaustive search methods. The authors' previous work in this area involved analyzing the range value of hyper-parameters for SVM of mixed kernel which has been proved and showed a higher convergence rate and a greater flexibility in learning a problem space than single kernel functions, and determining experimental levels for different parameters in order to guide the hyper-parameter selection process. The method selects hyper-parameters optimal composition in terms of orthogonal and interaction effect of hyper-parameters. The results of the performed engineering experiments for the prediction of two typical landslide deformation time series confirmed the reliability and advantage of the proposed approach.
Keywords:orthogonal design  support vector machines  hyper-parameters  time series regression  landslide
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