Robust support vector regression with generic quadratic nonconvex \(\varepsilon\)-insensitive loss

DOI10.1016/j.apm.2020.01.053zbMath1481.62037OpenAlexW3003912395MaRDI QIDQ2174697

Junbin Gao, Yan Jin, Yuan-Hai Shao, Xiang-Yu Hua, Chun-Na Li, Ya-Fen Ye

Publication date: 27 April 2020

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2020.01.053

zbMATH Keywords

robust regressionsupport vector regressionnonconvex lossconcave-convex programming

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) General nonlinear regression (62J02) Applications of mathematical programming (90C90) Nonconvex programming, global optimization (90C26)

Related Items (2)

Robust regression under the general framework of bounded loss functions ⋮ Novel numerical method for uncertainty analysis of coupled vibro-acoustic problem considering thermal stress

Uses Software

• UCI-ml

Cites Work

• Unnamed Item
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• Support vector regression based metamodeling for seismic reliability analysis of structures
• Training robust support vector regression with smooth non-convex loss function
• The Concave-Convex Procedure
• Twin support vector regression with Huber loss
• Robust Estimation of a Location Parameter

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