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Recurrent Support Vector Machines
Abstract and Figures
Existing Support Vector Machines (SVMs) need pre-wired finite time windows to predict and clas-sify time series. They do not have an internal state necessary to deal with sequences involving arbitrary long-term dependencies. Here we introduce the first recurrent, truly sequential SVM-like devices with in-ternal adaptive states, trained by a novel method called EVOlution of systems with KErnel-based outputs (Evoke), an instance of the recent Evolino class of methods [1, 2]. Evoke evolves recurrent network-like structures to detect and represent temporal dependencies while using quadratic programming/support vector regression to produce precise outputs, in contrast to our recent work [1, 2] which instead uses pseudoinverse regression. Evoke is the first SVM-based mechanism able to learn to classify a context-sensitive language. It also outperforms recent state-of-the-art gradient-based recurrent neural networks (RNNs) on various time series prediction tasks.
Figures - uploaded by Matteo Gagliolo
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