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提出了基于最小化估计的泛化误差界非优化估计方法。目前大多数的核参数选择方法都是通过极小化了来得到最优参数值,但是求解优化问题的计算代价相当的大,并且不能很好地体现数据的分布特征。本文采用非优化技术,通过极小化泛化误差来优化核及相关参数,由于直接计算最小半径和最大间隔,避免了对优化问题的直接求解,因此可以很好地降低计算代价。并且该方法直接从样本出发,可以很好地体现数据的分布特征,不管数据分布是否均匀都可以适用。给出了基于凸包估计的SVM核选择的模型及实现算法。
-Proposed based on minimizing the estimated generalization error bound of the non-optimal estimation method. Most of the nuclear parameter selection methods are to get the best by minimizing the parameter values, but the computational cost for solving optimization problems is quite large, and can not properly reflect the distribution characteristics of the data. In this paper, the non-optimization technology, by minimizing the generalization error to optimize the nuclear and related parameters, due to the direct calculation of the minimum radius and maximum interval, avoiding the direct solution of the optimization problem, it can very well reduce the computation cost. And that the method directly from the sample one can well reflect the distribution chara