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Support vector regression (SVR) is based on a linear combination of displaced replicas of the same function, called a kernel. When the function to be approximated is nonstationary, the single kernel approach may be ineffective, as it is not able to follow the variations in the frequency content in the different regions of the input space. The hierarchical support vector regression (HSVR) model presented...
A multi-kernel Support Vector Machine model, called Hierarchical Support Vector Regression (HSVR), is proposed here. This is a self-organizing (by growing) multiscale version of a Support Vector Regression (SVR) model. It is constituted of hierarchical layers, each containing a standard SVR with Gaussian kernel, at decreasing scales. HSVR have been applied to a noisy synthetic dataset. The results...
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