An Uncertainty Estimation Method of Support Vector Machine Surrogate Model Assisting for Expensive Optimization.
Qing ZhangHanhua ZouZhigao ZengSanyou ZengPublished in: ISICA (2021)
Keyphrases
- support vector machine
- mathematical model
- optimization model
- estimation algorithm
- cost function
- optimization method
- statistical model
- maximum likelihood estimation
- classification method
- em algorithm
- probabilistic model
- prior information
- parameter estimation
- sensitivity analysis
- optimization process
- evaluation method
- monte carlo simulation
- gaussian distribution
- optimization procedure
- fuzzy linear programming
- optimization algorithm
- theoretical analysis
- objective function
- modeling method
- test data
- classification algorithm
- prior knowledge
- closed form
- optimization scheme
- estimation accuracy
- pairwise
- autoregressive
- linear model
- multi class
- linear regression
- prediction model
- bp neural network
- model selection
- density estimation
- genetic algorithm
- machine learning
- probability distribution
- bayesian framework
- robust optimization
- radial basis function
- semi parametric
- estimation process
- simultaneous optimization
- desirability function
- neural network