Regularized Recurrent Least Squares Support Vector Machines

@article{Qu2009RegularizedRL,
  title={Regularized Recurrent Least Squares Support Vector Machines},
  author={Haini Qu and Yacine Oussar and G{\'e}rard Dreyfus and Weisheng Xu},
  journal={2009 International Joint Conference on Bioinformatics, Systems Biology and Intelligent Computing},
  year={2009},
  pages={508-511}
}
Support vector machines are widely used for classification and regression tasks. They provide reliable static models, but their extension to the training of dynamic models is still an open problem. In the present paper, we describe Regularized Recurrent Support Vector Machines, which, in contrast to previous Recurrent Support Vector Machine, models, allow the design of dynamical models while retaining the built-in regularization mechanism present in Support Vector Machines. The principle is… CONTINUE READING

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