| 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) |
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| 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 |
6 |
| Date of Issue |
2008-03-05 (NC) |