基于增量划分指导数据集的两层自动选择SVM模型-工程力学专业论文.docxVIP

华 华 中 科 技 大 学 硕 士 学 位 论 文 II II Abstract Noisy or uncertain data are common in machine learning and data mining applications. Noisy data can significantly affect the robustness and effectiveness of the data mining and machine learning algorithms. To eliminate the negative affects, A new classify algorithm is proposed for SVM model based on the standard SVM algorithm. Generally speaking, the penalty parameter of the standard SVM model is hold to a constant during the whole classify process. The fact that the penalty parameter does not vary according to the discovery of the data properties is inappropriate. So, on the basis of the previous works, a dual quadratic programming model is proposed in which the penalty parameter varied. Then, the existence of the optimal solutions of the Gauss kernel SVM model is proved. According to the existence, a new algorithm for the SVM model is proposed, which constructed on the incremental of the training data set. The process of the algorithm and some cautions when select the penalty parameter is given. The results of the numerical experiments prove that the new algorithm has the robustness to the number of the data properties. When the times of the iterations increase, the accuracy of the algorithm has better convergence. This means that the new algorithm can handle the noisy data better. Keywords: Support Vector Machine, Gauss kernel, penalty parameter III III 目 录 摘 要 I Abstract II 1 绪论 1.1 研究背景及问题提出 (1) 1.2 支持向量机研究现状 (3) 1.3 本文的主要工作 (6) 2 支持向量机原理 2.1 统计学习理论概述 (8) 2.2 标准 SVM 模型(10) 2.3 SVM 多类别分类 (15) 2.4 支持向量回归 (18) 2.5 SVM 误差分析 (20) 2.6 SVM 的应用 (21) 2.7 本章小结 (22) 3 改进的支持向量机模型 3.1 改进 SVM 模型(23) 3.2 解的存在性证明 (25) 3.3 本章小结 (27) 4 支持向量机数值实现技术 4.1 训练样本集准备 (29) 4.2 核函数的选择 (30) 4.3 算法流程 (32) 4.4 本章小结 (34) 5 算法有效性验证 5.1 标准数值算例 (35) 5.2 算例结果分析 (38) 5.3 基金业绩评级 (39) 5.4 本章小结 (43) 总结与展望 (45) 致 谢 (46) 参考文献 (47) PAGE 1 PAGE 1 1 绪论 1.1 研究背景及问题提出 规范化的资本市场迫使各种上市公司、投资公司以及基金管理公司披露越来越多 的信息。如何从这些公开可获得的信息中，―透过现象看本质‖，抓住各种投资机会是 一个亟待解决的问题。解决了这个问题不仅可