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Relaxed support vector regression

delete2018-04-11
delete13
PRE
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P
Petros Xanthopoulos *
T
Talayeh Razzaghi
O
Onur Şeref
DOI:10.1007/s10479-018-2847-6delete
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Abstract

Abstract

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.
Keywords:
Regression
Relaxed support vector regression
Outliers
Relaxed support vector machines
Support vector regression
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Journal

Annals of Operations Research cover
Annals of Operations Research
IF:
4.5
Papers:
8.1K
Citations:
2.1W

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California State University, Stanislaus cover
California State University, Stanislaus
Scholars:
119
Papers: 91
Citations: 183
California State University System cover
California State University System
Scholars:
2.8W
Papers: 2.4W
Citations: 457
Stetson University cover
Stetson University
Scholars:
214
Papers: 211
Citations: 153
N
new mexico state university
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Papers: 4.2K
Citations: 12
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