Approximate confidence and prediction intervals for least squares support vector regression. 2011

Kris De Brabanter, and Jos De Brabanter, and Johan A K Suykens, and Bart De Moor
Department of Electrical Engineering, Research Division SCD, Katholieke Universiteit Leuven, Leuven 3001, Belgium. kris.debrabanter@esat.kuleuven.be

Bias-corrected approximate 100(1-α)% pointwise and simultaneous confidence and prediction intervals for least squares support vector machines are proposed. A simple way of determining the bias without estimating higher order derivatives is formulated. A variance estimator is developed that works well in the homoscedastic and heteroscedastic case. In order to produce simultaneous confidence intervals, a simple Šidák correction and a more involved correction (based on upcrossing theory) are used. The obtained confidence intervals are compared to a state-of-the-art bootstrap-based method. Simulations show that the proposed method obtains similar intervals compared to the bootstrap at a lower computational cost.

UI MeSH Term Description Entries
D000465 Algorithms A procedure consisting of a sequence of algebraic formulas and/or logical steps to calculate or determine a given task. Algorithm
D001185 Artificial Intelligence Theory and development of COMPUTER SYSTEMS which perform tasks that normally require human intelligence. Such tasks may include speech recognition, LEARNING; VISUAL PERCEPTION; MATHEMATICAL COMPUTING; reasoning, PROBLEM SOLVING, DECISION-MAKING, and translation of language. AI (Artificial Intelligence),Computer Reasoning,Computer Vision Systems,Knowledge Acquisition (Computer),Knowledge Representation (Computer),Machine Intelligence,Computational Intelligence,Acquisition, Knowledge (Computer),Computer Vision System,Intelligence, Artificial,Intelligence, Computational,Intelligence, Machine,Knowledge Representations (Computer),Reasoning, Computer,Representation, Knowledge (Computer),System, Computer Vision,Systems, Computer Vision,Vision System, Computer,Vision Systems, Computer
D012984 Software Sequential operating programs and data which instruct the functioning of a digital computer. Computer Programs,Computer Software,Open Source Software,Software Engineering,Software Tools,Computer Applications Software,Computer Programs and Programming,Computer Software Applications,Application, Computer Software,Applications Software, Computer,Applications Softwares, Computer,Applications, Computer Software,Computer Applications Softwares,Computer Program,Computer Software Application,Engineering, Software,Open Source Softwares,Program, Computer,Programs, Computer,Software Application, Computer,Software Applications, Computer,Software Tool,Software, Computer,Software, Computer Applications,Software, Open Source,Softwares, Computer Applications,Softwares, Open Source,Source Software, Open,Source Softwares, Open,Tool, Software,Tools, Software
D012986 Software Validation The act of testing the software for compliance with a standard. Software Verification,Software Validations,Software Verifications,Validation, Software,Validations, Software,Verification, Software,Verifications, Software
D015982 Bias Any deviation of results or inferences from the truth, or processes leading to such deviation. Bias can result from several sources: one-sided or systematic variations in measurement from the true value (systematic error); flaws in study design; deviation of inferences, interpretations, or analyses based on flawed data or data collection; etc. There is no sense of prejudice or subjectivity implied in the assessment of bias under these conditions. Aggregation Bias,Bias, Aggregation,Bias, Ecological,Bias, Statistical,Bias, Systematic,Ecological Bias,Outcome Measurement Errors,Statistical Bias,Systematic Bias,Bias, Epidemiologic,Biases,Biases, Ecological,Biases, Statistical,Ecological Biases,Ecological Fallacies,Ecological Fallacy,Epidemiologic Biases,Experimental Bias,Fallacies, Ecological,Fallacy, Ecological,Scientific Bias,Statistical Biases,Truncation Bias,Truncation Biases,Bias, Experimental,Bias, Scientific,Bias, Truncation,Biase, Epidemiologic,Biases, Epidemiologic,Biases, Truncation,Epidemiologic Biase,Error, Outcome Measurement,Errors, Outcome Measurement,Outcome Measurement Error
D016571 Neural Networks, Computer A computer architecture, implementable in either hardware or software, modeled after biological neural networks. Like the biological system in which the processing capability is a result of the interconnection strengths between arrays of nonlinear processing nodes, computerized neural networks, often called perceptrons or multilayer connectionist models, consist of neuron-like units. A homogeneous group of units makes up a layer. These networks are good at pattern recognition. They are adaptive, performing tasks by example, and thus are better for decision-making than are linear learning machines or cluster analysis. They do not require explicit programming. Computational Neural Networks,Connectionist Models,Models, Neural Network,Neural Network Models,Neural Networks (Computer),Perceptrons,Computational Neural Network,Computer Neural Network,Computer Neural Networks,Connectionist Model,Model, Connectionist,Model, Neural Network,Models, Connectionist,Network Model, Neural,Network Models, Neural,Network, Computational Neural,Network, Computer Neural,Network, Neural (Computer),Networks, Computational Neural,Networks, Computer Neural,Networks, Neural (Computer),Neural Network (Computer),Neural Network Model,Neural Network, Computational,Neural Network, Computer,Neural Networks, Computational,Perceptron
D017711 Nonlinear Dynamics The study of systems which respond disproportionately (nonlinearly) to initial conditions or perturbing stimuli. Nonlinear systems may exhibit "chaos" which is classically characterized as sensitive dependence on initial conditions. Chaotic systems, while distinguished from more ordered periodic systems, are not random. When their behavior over time is appropriately displayed (in "phase space"), constraints are evident which are described by "strange attractors". Phase space representations of chaotic systems, or strange attractors, usually reveal fractal (FRACTALS) self-similarity across time scales. Natural, including biological, systems often display nonlinear dynamics and chaos. Chaos Theory,Models, Nonlinear,Non-linear Dynamics,Non-linear Models,Chaos Theories,Dynamics, Non-linear,Dynamics, Nonlinear,Model, Non-linear,Model, Nonlinear,Models, Non-linear,Non linear Dynamics,Non linear Models,Non-linear Dynamic,Non-linear Model,Nonlinear Dynamic,Nonlinear Model,Nonlinear Models,Theories, Chaos,Theory, Chaos

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