Return
Robust Support Vector Regression for Uncertain Input and Output Data
DOI:10.1109/TNNLS.2012.2212456.png)
Abstract
En 中文
In this paper, a robust support vector regression (RSVR) method with uncertain input and output data is studied. First, the data uncertainties are investigated under a stochastic framework and two linear robust formulations are derived. Linear formulations robust to ellipsoidal uncertainties are also considered from a geometric perspective. Second, kernelized RSVR formulations are established for nonlinear regression problems. Both linear and nonlinear formulations are converted to second-order cone programming problems, which can be solved efficiently by the interior point method. Simulation demonstrates that the proposed method outperforms existing RSVRs in the presence of both input and output data uncertainties.
Keywords:
Robust
second-order cone programming
support vector regression
uncertain data
AI Summary
Key information extracted from the uploaded paper, including a brief overview, abstract, background, key highlights, visual analysis, and future outlook.
Journal
IF:
8.9
Papers:
7.6K
Citations:
7.2W

