A majorization-minimization scheme forL2support vector regression
| Autor: | Songfeng Zheng |
|---|---|
| Rok vydání: | 2021 |
| Předmět: |
Statistics and Probability
Scheme (programming language) 021103 operations research Optimization problem Applied Mathematics 0211 other engineering and technologies 02 engineering and technology Function (mathematics) 01 natural sciences Support vector machine 010104 statistics & probability Modeling and Simulation Applied mathematics Quadratic programming 0101 mathematics Statistics Probability and Uncertainty Convex function computer Majorization minimization computer.programming_language Mathematics |
| Zdroj: | Journal of Statistical Computation and Simulation. 91:3087-3107 |
| ISSN: | 1563-5163 0094-9655 |
| DOI: | 10.1080/00949655.2021.1918691 |
| Popis: | In a support vector regression (SVR) model, using the squared ϵ-insensitive loss function makes the optimization problem strictly convex and yields a more concise solution. However, the formulation... |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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