Parameters optimization of support vector regression based on immune particle swarm optimization algorithm

Abstract

A novel Immune Particle Swarm Optimization (IPSO) for parameters optimization of Support Vector Regression (SVR) is proposed in this article. After introduced clonal copy and mutation process of Immune Algorithm (IA), the particle of PSO is considered as antibodies. Therefore, evaluated the fitness of particles by the Leave-One-Out Cross-Validation (LOOCV) standard, the best individual mutated particle for each cloned group will be selected to compose the next generation to get better parameters of SVR. It can construct high accuracy and generalization performance regression model rapidly by optimizing the combination of three SVR parameters at the same time. Under the datasets generated from sinx function with additive noise and spectra dataset, simulation results show that the new method can determine the parameters of SVR quickly and the gotten models have superior learning accuracy and generalization performance.