Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
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Prediction Intervals for LS-SVM Regression using the Bootstrap

  • Shim, Joo-Yong (Dept of Statistical Information, Catholic University of Daegu) ;
  • Hwang, Chang-Ha (Dept of Statistical Information, Catholic University of Daegu)
  • Published : 2003.05.31
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Abstract

In this paper we present the prediction interval estimation method using bootstrap method for least squares support vector machine(LS-SVM) regression, which allows us to perform even nonlinear regression by constructing a linear regression function in a high dimensional feature space. The bootstrap method is applied to generate the bootstrap sample for estimation of the covariance of the regression parameters consisting of the optimal bias and Lagrange multipliers. Experimental results are then presented which indicate the performance of this algorithm.

Keywords

References

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