An Improved Twin Support Vector Regression with Automatic Margin Determination

In this paper, a novel regression algorithm named ν-twin support vector regression (ν-TSVR) is presented, improving upon the recently proposed twin support vector regression (TSVR). It also tries to seek two nonparallel down- and up-bounds for the unknown function. By treating the size of one-sided...

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Main Authors: Jun, LIANG (Author), Zhi-qiang, SHA (Author), Ying-wen, REN (Author), Ao-xue, LI (Author), Long, CHEN (Author)
Format: EJournal Article
Published: Institute of Advanced Engineering and Science, 2013-01-10.
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042 |a dc 
100 1 0 |a Jun, LIANG  |e author 
100 1 0 |e contributor 
700 1 0 |a Zhi-qiang, SHA  |e author 
700 1 0 |a Ying-wen, REN  |e author 
700 1 0 |a Ao-xue, LI  |e author 
700 1 0 |a Long, CHEN  |e author 
245 0 0 |a An Improved Twin Support Vector Regression with Automatic Margin Determination 
260 |b Institute of Advanced Engineering and Science,   |c 2013-01-10. 
520 |a In this paper, a novel regression algorithm named ν-twin support vector regression (ν-TSVR) is presented, improving upon the recently proposed twin support vector regression (TSVR). It also tries to seek two nonparallel down- and up-bounds for the unknown function. By treating the size of one-sided -insensitive tube as optimization variables with corresponding parameters s, we reformulate the original TSVR as a more sensible model. To this end, ν-TSVR has the advantage that s are learned simultaneously with regressor. Meantime, we give a theoretical result concerning the meaning of s. Moreover, by introducing structural risk minimization principle, the over-fitting phenomenon in TSVR can be avoided. We analyze the algorithm theoretically and demonstrate its effectiveness via the experimental results on several artificial and benchmark datasets. DOI: http://dx.doi.org/10.11591/telkomnika.v11i1.1895 
540 |a Copyright (c) 2013 Institute of Advanced Engineering and Science 
540 |a http://creativecommons.org/licenses/by-nc-nd/4.0 
546 |a eng 
690
655 7 |a info:eu-repo/semantics/article  |2 local 
655 7 |a info:eu-repo/semantics/publishedVersion  |2 local 
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786 0 |n Indonesian Journal of Electrical Engineering and Computer Science; Vol 11, No 1: January 2013; 258-269 
786 0 |n 2502-4760 
786 0 |n 2502-4752 
786 0 |n 10.11591/ijeecs.v11.i1 
787 0 |n https://ijeecs.iaescore.com/index.php/IJEECS/article/view/1960/800 
856 4 1 |u https://ijeecs.iaescore.com/index.php/IJEECS/article/view/1960/800  |z Get fulltext