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Paper Abstract and Keywords
Presentation 2008-03-13 13:30
A Statistical Analysis of Support Vector Machines of Forgetting Factor
Yoshihiko Nomura, Hiroyuki Funaya, Kazushi Ikeda (Kyoto Univ.) NC2007-168
Abstract (in Japanese) (See Japanese page) 
(in English) Support Vector Machines (SVMs) are, in general, trained in batch but any trick is necessary when the target to be trained is time-varying. In this study, we introduced the idea of forgetting factor (FF) of the RLS algorithm for adaptive filters and analyzed its effect on the SVM performance. More concretely, we derived the average generalization error of the algorithm in a simple case where input space is one-dimensional. The average generalization error of the SVMs with FF does not converge to zero, differently from the SVM in batch or online. We confirmed our results by computer simulations.
Keyword (in Japanese) (See Japanese page) 
(in English) support vector machine / forgetting factor / average generalization error / / / / /  
Reference Info. IEICE Tech. Rep., vol. 107, no. 542, NC2007-168, pp. 331-336, March 2008.
Paper # NC2007-168 
Date of Issue 2008-03-05 (NC) 
ISSN Print edition: ISSN 0913-5685    Online edition: ISSN 2432-6380
Copyright
and
reproduction
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034)
Download PDF NC2007-168

Conference Information
Committee NC MBE  
Conference Date 2008-03-12 - 2008-03-14 
Place (in Japanese) (See Japanese page) 
Place (in English) Tamagawa Univ 
Topics (in Japanese) (See Japanese page) 
Topics (in English)  
Paper Information
Registration To NC 
Conference Code 2008-03-NC-MBE 
Language English (Japanese title is available) 
Title (in Japanese) (See Japanese page) 
Sub Title (in Japanese) (See Japanese page) 
Title (in English) A Statistical Analysis of Support Vector Machines of Forgetting Factor 
Sub Title (in English)  
Keyword(1) support vector machine  
Keyword(2) forgetting factor  
Keyword(3) average generalization error  
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1st Author's Name Yoshihiko Nomura  
1st Author's Affiliation Kyoto University (Kyoto Univ.)
2nd Author's Name Hiroyuki Funaya  
2nd Author's Affiliation Kyoto University (Kyoto Univ.)
3rd Author's Name Kazushi Ikeda  
3rd Author's Affiliation Kyoto University (Kyoto Univ.)
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Speaker Author-1 
Date Time 2008-03-13 13:30:00 
Presentation Time 20 minutes 
Registration for NC 
Paper # NC2007-168 
Volume (vol) vol.107 
Number (no) no.542 
Page pp.331-336 
#Pages
Date of Issue 2008-03-05 (NC) 


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