DocumentCode
3286917
Title
Loss functions analysis in support vector regression
Author
Popov, A.A. ; Sautin, A.S.
Volume
01
fYear
2008
fDate
23-25 Sept. 2008
Firstpage
198
Lastpage
198
Abstract
Laplace, Huber, Gauss and epsilon-insensitive loss functions in support vector regression are analyzed. Dual problem formulations and investigation results using these functions are presented. It is shown that the use of epsilon-insensitive loss function could result in biased solution.
Keywords
regression analysis; support vector machines; Gauss loss functions analysis; Huber loss functions analysis; Laplace loss functiond analysis; epsilon-insensitive loss functions analysis; support vector regression; Equations; Least squares methods; Parameter estimation; Power system modeling; Predictive models; Probability distribution; Random variables; Robustness; Statistical analysis; System testing;
fLanguage
English
Publisher
ieee
Conference_Titel
Electronic Instrument Engineering, 2008. APEIE 2008. 9th International Conference on Actual Problems of
Conference_Location
Novosibirsk
Print_ISBN
978-1-4244-2825-0
Type
conf
DOI
10.1109/APEIE.2008.4897179
Filename
4897179
Link To Document