Iteratively reweighted least square for asymmetric L2-Loss support vector regression

DOI10.1080/03610918.2019.1599016zbMath1497.62179OpenAlexW2940726709MaRDI QIDQ5082684

Songfeng Zheng

Publication date: 21 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2019.1599016

zbMATH Keywords

support vector regressionquadratic programingweighted least squaresquared \(\epsilon\)-insensitive loss function

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Learning and adaptive systems in artificial intelligence (68T05)

Uses Software

• SVMlight
• LIBSVM

Cites Work

• Asymmetric Least Squares Estimation and Testing
• Asymmetric least squares support vector machine classifiers
• Weighted least squares support vector machines: robustness and sparse approximation
• Regression Quantiles
• 10.1162/15324430152748218
• A Correspondence Between Bayesian Estimation on Stochastic Processes and Smoothing by Splines
• Convergence of the IRWLS Procedure to the Support Vector Machine Solution
• Large scale kernel regression via linear programming
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