返回
Relaxed support vector regression
DOI:10.1007/s10479-018-2847-6.png)
摘要
En 中文
Datasets with outliers pose a serious challenge in regression analysis. In this paper, a new regression method called relaxed support vector regression (RSVR) is proposed for such datasets. RSVR is based on the concept of constraint relaxation which leads to increased robustness in datasets with outliers. RSVR is formulated using both linear and quadratic loss functions. Numerical experiments on benchmark datasets and computational comparisons with other popular regression methods depict the behavior of our proposed method. RSVR achieves better overall performance than support vector regression (SVR) in measures such as RMSE and Radj2 while being on par with other state-of-the-art regression methods such as robust regression (RR). Additionally, RSVR provides robustness for higher dimensional datasets which is a limitation of RR, the robust equivalent of ordinary least squares regression. Moreover, RSVR can be used on datasets that contain varying levels of noise.
Keyword:
Regression
Relaxed support vector regression
Outliers
Relaxed support vector machines
Support vector regression
AI总结
对已上传原文的论文进行重点信息的提取,主要内容包括:简要概述、研究摘要、背景介绍、关键亮点、图文解析、展望与总结。
期刊
IF:
4.5
论文数:
8.0K
被引数:
2.1W
机构
引用论文
On the Development and Applications of Cellulosic Nanofibrillar and Nanocrystalline Materials纤维素纳米原纤和纳米晶材料的发展与应用



