Iteratively reweighted least square for asymmetric L2-Loss support vector regression

DOI10.1080/03610918.2019.1599016MaRDI QIDQ5082684zbMATH OpenOpenAlexFDO

Authors Songfeng Zheng

Publication date 21 June 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2019.1599016

zbMATH Keywords

quadratic programingsquared \(\epsilon\)-insensitive loss functionsupport vector regressionweighted least square

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Learning and adaptive systems in artificial intelligence (68T05)

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Cites work

• 10.1162/15324430152748218
• A Correspondence Between Bayesian Estimation on Stochastic Processes and Smoothing by Splines
• Asymmetric Least Squares Estimation and Testing
• Asymmetric least squares support vector machine classifiers
• Convergence of the IRWLS Procedure to the Support Vector Machine Solution
• scientific article; zbMATH DE number 1314294 (Why is no real title available?)
• scientific article; zbMATH DE number 1332320 (Why is no real title available?)
• scientific article; zbMATH DE number 775727 (Why is no real title available?)
• Large scale kernel regression via linear programming
• Large-scale linear support vector regression
• Quantile regression.
• Regression Quantiles
• Weighted least squares support vector machines: robustness and sparse approximation

Cited in

(7)

• Asymmetric least squares support vector machine classifiers
• Gradient/Hessian-enhanced least square support vector regression
• Support vector regression with penalized likelihood
• A \(q\)-norm regularizing least-square-support-vector-machine linear classifier algorithm via iterative reweighted conjugate gradient
• Lagrangian support vector regression via unconstrained convex minimization
• Convergence of the IRWLS Procedure to the Support Vector Machine Solution
• Speeding up L ₂ -loss support vector regression by random Fourier features

Describes a project that uses

Uses Software

• SVMlight
• LIBSVM

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