Selective Ensemble Least Square Support Vector Machine with Its Application

Abstract

Kernel-based modeling methods have been used widely to estimate some difficulty-to-measure quality or efficient indices at different industrial applications. Least square support vector machine (LSSVM) is one of the popular ones. However, its learning parameters, i.e., kernel parameter and regularization parameter, are sensitive to the training data and the model’s prediction performance. Ensemble modeling method can improve the generalization performance and reliability of the soft measuring model. Aim at these problems, a new adaptive selective ensemble (SEN) LSSVM (SEN-LSSVM) algorithm is proposed by using multiple learning parameters. Candidate regularization parameters and candidate kernel parameters are used to construct many of candidate sub-sub-models based on LSSVM. These sub-sub-models based on the same kernel parameter are selected and combined as candidate SEN-sub-models by using branch and bound-based SEN (BBSEN). By employing BBSEN at the second time, these SEN-sub-models based on different kernel parameters are used to obtain the final soft measuring model. Thus, multiple kernel and regularization parameters are adaptive selected for building SEN-LSSVM model. UCI benchmark datasets and mechanical frequency spectral data are used to validate the effectiveness of this method.