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
].
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