最小二乘支持向量机LSSVM

LSSVM - Regression

(注意：将LSSVM工具箱添加到toolbox会造成BPNN网络无法建立])

解决办法：将LSSVM路径删去

load regressionData.mat;
output = output';

%划分数据集
[value,index] = sort(rand(1,2000));
x_train = input(index(1:1800),:);
x_test = input(index(1801:2000),:);
y_train = output(index(1:1800),:);
y_test = output(index(1801:2000),:);

%设置参数
gamma = 10;
sig2 = 0.2;
type = 'function estimation';

%训练模型
[alpha,b] = trainlssvm({x_train,y_train,type,gamma,sig2,'RBF_kernel'});

%模型预测
predict_train = simlssvm({x_train,y_train,type,gamma,sig2,'RBF_kernel'},{alpha,b},x_train);
train_RMSE = sqrt(sum((predict_train-y_train).^2)/size(y_train,1));
predict_test = simlssvm({x_train,y_train,type,gamma,sig2,'RBF_kernel'},{alpha,b},x_test);
test_RMSE = sqrt(sum((predict_test-y_test).^2)/size(y_test,1));
disp(['train RMSE = ',num2str(train_RMSE),' test RMSE = ',num2str(test_RMSE)]);

%结果可视化
plotlssvm({x_train,y_train,type,gamma,sig2,'RBF_kernel'},{alpha,b});

figure(1)
plot(y_test,'-r')
hold on
plot(predict_test,'--k')