Abstract: It-s known that incorporating prior knowledge into support
vector regression (SVR) can help to improve the approximation
performance. Most of researches are concerned with the incorporation
of knowledge in form of numerical relationships. Little work,
however, has been done to incorporate the prior knowledge on the
structural relationships among the variables (referred as to Structural
Prior Knowledge, SPK). This paper explores the incorporation of SPK
in SVR by constructing appropriate admissible support vector kernel
(SV kernel) based on the properties of reproducing kernel (R.K).
Three-levels specifications of SPK are studies with the corresponding
sub-levels of prior knowledge that can be considered for the method.
These include Hierarchical SPK (HSPK), Interactional SPK (ISPK)
consisting of independence, global and local interaction, Functional
SPK (FSPK) composed of exterior-FSPK and interior-FSPK. A
convenient tool for describing the SPK, namely Description Matrix
of SPK is introduced. Subsequently, a new SVR, namely Motivated
Support Vector Regression (MSVR) whose structure is motivated
in part by SPK, is proposed. Synthetic examples show that it is
possible to incorporate a wide variety of SPK and helpful to improve
the approximation performance in complex cases. The benefits of
MSVR are finally shown on a real-life military application, Air-toground
battle simulation, which shows great potential for MSVR to
the complex military applications.
Abstract: It-s known that incorporating prior knowledge into support
vector regression (SVR) can help to improve the approximation
performance. Most of researches are concerned with the incorporation
of knowledge in the form of numerical relationships. Little work,
however, has been done to incorporate the prior knowledge on the
structural relationships among the variables (referred as to Structural
Prior Knowledge, SPK). This paper explores the incorporation of SPK
in SVR by constructing appropriate admissible support vector kernel
(SV kernel) based on the properties of reproducing kernel (R.K).
Three-levels specifications of SPK are studied with the corresponding
sub-levels of prior knowledge that can be considered for the method.
These include Hierarchical SPK (HSPK), Interactional SPK (ISPK)
consisting of independence, global and local interaction, Functional
SPK (FSPK) composed of exterior-FSPK and interior-FSPK. A
convenient tool for describing the SPK, namely Description Matrix
of SPK is introduced. Subsequently, a new SVR, namely Motivated
Support Vector Regression (MSVR) whose structure is motivated
in part by SPK, is proposed. Synthetic examples show that it is
possible to incorporate a wide variety of SPK and helpful to improve
the approximation performance in complex cases. The benefits of
MSVR are finally shown on a real-life military application, Air-toground
battle simulation, which shows great potential for MSVR to
the complex military applications.