Using Gaussian process to enhance support vector regression

Conference paper (2017)

Authors

Y. Zhang National University of Defense Technology
Wen Yao National University of Defense Technology
Xiaoqian Chen National University of Defense Technology
A. van Keulen Computational Design and Mechanics - Mechanical, Maritime and Materials Engineering
Research Group
Computational Design and Mechanics (Mechanical, Maritime and Materials Engineering) (TU Delft)
Gaussian process Support vector regression Gaussian kernel Error modeling
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Published Date

2017

Language

English

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Faculty

Mechanical, Maritime and Materials Engineering

Department

Precision and Microsystems Engineering

Research Group

Computational Design and Mechanics

Abstract

Support vector regression (SVR) is a common surrogate model for computationally expensive simulation. It is able to balance the model complexity and the error tolerance. Whether SVR interpolates the training samples is dependent on its parameters. For the nonlinear function approximation without noise, when SVR is not an interpolator, it is advisable to model the errors and use them to compensate the prediction response. In this paper, the errors of SVR are modeled by using Gaussian process, and the final model response is obtained by the combination of SVR and the Gaussian process of the errors. The numerical experiments show the proposed method is able to further improve the prediction accuracy of SVR.