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Support vector regression (SVR) is one of the most powerful and widely used machine learning algorithms regarding prediction. The kernel type, penalty factor and other parameters influence the efficiency and performance of SVR deeply. The optimization of these parameters is held a hot issue. In this work, we propose a SVR based prediction approach using henry gas solubility optimization algorithm (HGSO), which is a recent meta-heuristic algorithm inspired by Henry's law. First, SVR parameters are randomly generated in some certain ranges to form parameter population. Second, the prediction accuracies (PAs) are obtained using the population and SVR. Thirdly, the population and optimal SVR parameters are updated via PAs and HGSO. We repeat the second and third steps until the cut-off conditions are met. Ten low- and high-dimensional benchmark data sets are utilized to assess the prediction accuracy, convergence performance and computational complexity of the presented approach and other well-known algorithms. The experimental results reveal that our approach has the optimum comprehensive performance.

Parameter Optimization of Support Vector Regression Using Henry Gas Solubility Optimization Algorithm