A majorization-minimization scheme forL2support vector regression

DOI10.1080/00949655.2021.1918691OpenAlexW3158867100MaRDI QIDQ3389658FDOQ3389658

Authors: Songfeng Zheng 

Publication date: 23 March 2022

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2021.1918691

zbMATH Keywords

quadratic programmingmajorization-minimization algorithmsupport vector regressionsquared \(\epsilon\)-insensitive loss function

Mathematics Subject Classification ID

Statistics (62-XX) General nonlinear regression (62J02) Generalized linear models (logistic models) (62J12)

Cites Work

• Regression Quantiles
• Title not available (Why is that?)
• Asymmetric Least Squares Estimation and Testing
• A Correspondence Between Bayesian Estimation on Stochastic Processes and Smoothing by Splines
• Title not available (Why is that?)
• 10.1162/15324430152748218
• Weighted least squares support vector machines: robustness and sparse approximation
• Large scale kernel regression via linear programming
• Majorization-Minimization Algorithms in Signal Processing, Communications, and Machine Learning
• Large-scale linear support vector regression
• Asymmetric least squares support vector machine classifiers
• Advanced algorithms for penalized quantile and composite quantile regression

Cited In (3)

• A \(q\)-norm regularizing least-square-support-vector-machine linear classifier algorithm via iterative reweighted conjugate gradient
• Min-max framework for majorization-minimization algorithms in signal processing applications: an overview
• Iteratively reweighted least square for asymmetric L₂-Loss support vector regression

Uses Software

• SVMlight
• LIBSVM

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