考虑样本异常值的改进最小二乘支持向量机算法
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TP18 TH165.3

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国家自然科学基金(61763049)、云南省应用基础研究重点课题(2018FA032)、中青年学术和技术带头人后备人才项目(20205AC160115)资助


Improved LSSVM algorithm considering sample outliers
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    摘要:

    针对最小二乘支持向量机对异常值敏感、缺乏鲁棒性的情况,提出一种考虑样本异常值的改进最小二乘支持向量机算法。该算法首先通过采用局部异常因子检测算法为每个数据样本计算一个LOF因子,根据其因子值能够有效地将样本分成正常样本和异常样本,然后针对不同样本进行单独设置样本权重。其有效地保证了在降低异常样本权重的同时而不使正常样本权重受到影响,使最小二乘支持向量机在达到目标函数最优化的同时能够保证正常数据信息不丢失,以提高模型的鲁棒性。最后,通过引人“信息熵”和“平均粒距”来改进粒子群算法,将其应用于模型的参数优化。经过实验仿真表明,该算法能够有效地提高模型的鲁棒性,随着异常样本的增多,其模型精度提高大约67%。

    Abstract:

    Aiming at the situation that least squares support vector machine is sensitive to outliers and lacks robustmess, an improved leastsquares support vector machine algorithm considering sample outliers is proposed. The algorithm first ealeulates a LOF for each datasample using the loeal outlier factor detection algorithm, and can efectively divide the samples into normal and abnormal samplesaceording to their factor values, and then separately set sample weights for different samples. The algorithm effectively ensures that the weight of abnormal samples is reduced while the weight of normal samples is not affected, so that the least squares support vectormachine can achieve the optimization of the objective funetion while ensuring that the normal data information is not lost, so as to improvethe robustness of the model, Finally,"information entropy"and "average particle distance" are introduced to improve the particle swarmalgorithm, which is applied to the parameter optimization of the model. Experiment simmlation shows that the algorithm can effectivelyimprove the robustness of the model. With the increase of abmormal samples, the accuracy of the model is improved by about 67%.Keywords:improved least square support vector machines; loeal outlier factor deteetion algorithm; improved PSO algorithm

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付乐天,李 鹏,高 莲.考虑样本异常值的改进最小二乘支持向量机算法[J].仪器仪表学报,2021,(6):179-190

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  • 在线发布日期: 2023-06-28
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