Biomedical Engineering Reference
In-Depth Information
y
F(v i ,
)+ ε
Observation y i
Slack variables after
loss function
F(v i ,
)
ξ i
ε
F(v i ,
)
ε
Predicted
ξ i *
x
Fig. 2.9 Parameters for support vector regression. Let define e as a user defined threshold, and
v i i ¼ 1 ; ... ; ð Þ as N training samples. The loss function is defined using the threshold e, such as
if the observation is within the threshold, the loss is zero; otherwise, the loss is the amount of the
difference between the predicted value and the threshold
ð
j
y i Fv i ; w
ð
Þ
j e
Þ
function (truth) with d-dimensional input vector x ¼ x 1 ; ... ; x ½ , F(x, ˆ )asa
function with estimation ˆ derived from minimizing a measurement error between
G(x) and F(x, ˆ ). Using N training samples v i , i ¼ 1 ; ... ; N ; the primal objective
function with a loss function L( ) can be expressed, as follows [ 86 ]:
C X
N
kk 2 ;
L ½ y i F ð v i ; w Þ þ
ð 2 : 7 Þ
i ¼ 1
where, C is a control value to adjust a balance, y j is the observation of G(x) in the
presence of noise. The function L( ) is a general loss function with user defined
threshold e, as shown in Fig. 2.9 , i.e., if the observation is within the threshold
y i Fx i ; w
ð
j
ð
Þ
j \e
Þ , the loss is zero; otherwise, the loss is the amount of the
difference
between
the
predicted
value
and
the
threshold
e,
such
as
j j ð Þ [ 85 , 86 ]. Based on the loss function and the threshold, the
objective function ( 2.7 ) is calculated by solving the optimization problem as
follows:
y i Fx i ; w
ð
Þ
!
C X
n i þ X
N
N
þ 1
2 ð w t w Þ;
min
w
n i
ð 2 : 8 Þ
i ¼ 1
i ¼ 1
where n i and n i * are slack variables as shown in Fig. 2.9 . A control value C is used
to adjust the balance between the error term and the weight concentration [ 86 ].
This optimization problem can be resolved by the Lagrangian relaxation using
Lagrangian multipliers [ 85 , 86 ].
Search WWH ::




Custom Search