- Two-step LS-SVR for censored regression
- Two-step LS-SVR for censored regression
- ㆍ 저자명
- Bae. Jong-Sig,Hwang. Chang-Ha,Shim. Joo-Yong
- ㆍ 간행물명
- 한국데이터정보과학회지
- ㆍ 권/호정보
- 2012년|23권 2호|pp.393-401 (9 pages)
- ㆍ 발행정보
- 한국데이터정보과학회
- ㆍ 파일정보
- 정기간행물|ENG| PDF텍스트
- ㆍ 주제분야
- 기타
This paper deals with the estimations of the least squares support vector regression when the responses are subject to randomly right censoring. The estimation is performed via two steps - the ordinary least squares support vector regression and the least squares support vector regression with censored data. We use the empirical fact that the estimated regression functions subject to randomly right censoring are close to the true regression functions than the observed failure times subject to randomly right censoring. The hyper-parameters of model which affect the performance of the proposed procedure are selected by a generalized cross validation function. Experimental results are then presented which indicate the performance of the proposed procedure.