期刊名称：International Journal of Signal Processing, Image Processing and Pattern Recognition
印刷版ISSN：2005-4254
出版年度：2014
卷号：7
期号：4
页码：211-220
DOI：10.14257/ijsip.2014.7.4.21
出版社：SERSC
摘要：In the interest of deriving regressor that is robust to outliers, we propose a support vector regression (SVR) based on non-convex quadratic insensitive loss function with flexible coefficient and margin. The proposed loss function can be approximated by a difference of convex functions (DC). The resultant optimization is a DC program. We employ Newton's method to solve it. The proposed model can explicitly enhance the robustness and sparseness of SVR. Numerical experiments on six benchmark data sets show that it yields promising results.
关键词：Support vector regression; Loss function; Robustness; DC program
