Title
Stochastic support vector regression with probabilistic constraints.
Abstract
Support Vector Regression (SVR) solves regression problems based on the concept of Support Vector Machine (SVM). In this paper, we introduce a novel model of SVR in which any training samples containing inputs and outputs are considered the random variables with known or unknown distribution functions. Constraints occurrence have a probability density function which helps to obtain maximum margin and achieve robustness. The optimal hyperplane regression can be obtained by solving a quadratic optimization problem. The proposed method is illustrated by several experiments including artificial data sets and real-world benchmark data sets.
Year
DOI
Venue
2018
https://doi.org/10.1007/s10489-017-0964-6
Appl. Intell.
Keywords
Field
DocType
Support vector machine,Support vector regression,Margin maximization,Mathematical expectation,Plug-in estimator,Monte Carlo simulation
Structured support vector machine,Random variable,Computer science,Artificial intelligence,Quadratic programming,Mathematical optimization,Pattern recognition,Least squares support vector machine,Support vector machine,Relevance vector machine,Probability vector,Margin classifier,Machine learning
Journal
Volume
Issue
ISSN
48
1
0924-669X
Citations 
PageRank 
References 
0
0.34
19
Authors
2
Name
Order
Citations
PageRank
Maryam Abaszade100.34
Effati Sohrab227630.31