Greedy incremental support vector regression

  • Dymitr Ruta
  • , Ling Cen
  • , Quang Hieu Vu

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

11 Scopus citations

Abstract

Support Vector Regression (SVR) is a powerful supervised machine learning model especially well suited to the normalized or binarized data. However, its quadratic complexity in the number of training examples eliminates it from training on large datasets, especially high dimensional with frequent retraining requirement. We propose a simple two-stage greedy selection of training data for SVR to maximize its validation set accuracy at the minimum number of training examples and illustrate the performance of such strategy in the context of Clash Royale Challenge 2019, concerned with efficient decks' win rate prediction. Hundreds of thousands of labelled data examples were reduced to hundreds, optimized SVR was trained on to maximize the validation R2 score. The proposed model scored the first place in the Cash Royale 2019 challenge, outperforming over hundred of competitive teams from around the world.

Original languageBritish English
Title of host publicationProceedings of the 2019 Federated Conference on Computer Science and Information Systems, FedCSIS 2019
EditorsMaria Ganzha, Leszek Maciaszek, Leszek Maciaszek, Marcin Paprzycki
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages7-9
Number of pages3
ISBN (Electronic)9788395541605
DOIs
StatePublished - Sep 2019
Event2019 Federated Conference on Computer Science and Information Systems, FedCSIS 2019 - Leipzig, Germany
Duration: 1 Sep 20194 Sep 2019

Publication series

NameProceedings of the 2019 Federated Conference on Computer Science and Information Systems, FedCSIS 2019

Conference

Conference2019 Federated Conference on Computer Science and Information Systems, FedCSIS 2019
Country/TerritoryGermany
CityLeipzig
Period1/09/194/09/19

Keywords

  • Data editing
  • Greedy backward-forward search
  • Hyperparameters optimization
  • Support vector regression

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