An Exact Solution to Support Vector Mixture

Monjed Ezzeddinne (1) , Nicolas Lefèbvre (1) , Régis Lengellé (2)

1 PSA - PSA Peugeot Citroën
2 LM2S - Laboratoire Modélisation et Sûreté des Systèmes

This paper presents a new version of the SVM mixture algorithm initially proposed by Kwok for classification and regression problems. For both cases, a slight modification of the mixture model leads to a standard SVM training problem, to the existence of an exact solution and allows the direct use of well known decomposition and working set selection algorithms. Only the regression case is considered in this paper but classification has been addressed in a very similar way. This method has been successfully applied to engine pollutants emission modeling.

Keywords: Identification; Learning systems; Mixture of Experts; Support Vector Machines

Domains: Engineering Sciences [physics]

Monjed Ezzeddinne, Nicolas Lefèbvre, Régis Lengellé. An Exact Solution to Support Vector Mixture. XXI Conference on Computer, Electrical, and System Science, and Engineering, May 2007, Vienne, Austria. ⟨hal-02861463⟩