Prediction using multi-objective slime mould algorithm optimized support vector regression model

Abstract

Different from the traditional neural network models based on empirical risk minimization principle, support vector regression (SVR) minimizes the upper limit of generalization error by the structural risk minimization principle. SVR is suitable for solving nonlinear, small-sample, high-dimensional modelling, and pattern recognition problems. However, the selection of hyperparameters of SVR can significantly affect the prediction accuracy and computational time. This paper proposes a method to optimize the SVR hyperparameters through an intelligent optimization algorithm, specifically multi-objective slime mould algorithm (MOSMA). MOSMA is a new multi-objective optimization algorithm with strong global search ability and fast convergence. The principle and calculation process of MOSMA are first described in detail. The analytical method for transforming the SVR hyperparameter optimization problem into a multi-objective problem is then presented. The process of optimizing two SVR hyperparameters (the penalty coefficient and radial basis function kernel parameter) based on MOSMA is described in steps. Meanwhile, the procedures of algorithm parameter setting, fitness function design, and population update are given. To investigate the characteristics and performance of MOSMA-SVR, two datasets are used to predict the vibration trend of the spindle of CNC milling machine in one and the maximum bending normal stress in the cutting process in the other. The performance of MOSMA-SVR is evaluated by multiple statistical indexes and compared with seven other prediction models (GA-SVR, PSO-SVR, ABC-SVR, GWO-SVR, SSA-SVR, SMA-SVR and MOWOA-SVR).