Asymmetric nu-twin support vector regression

作者：Xu, Yitian^*; Li, Xiaoyan; Pan, Xianli; Yang, Zhiji

来源：Neural Computing & Applications, 2018, 30(12): 3799-3814.

DOI：10.1007/s00521-017-2966-z

• Support vector regression
• Twin support vector regression
• Pinball loss
• Asymmetric

Twin support vector regression (TSVR) aims at finding ?-insensitive up- and down-bound functions for the training points by solving a pair of smaller-sized quadratic programming problems (QPPs) rather than a single large one as in the conventional SVR. So TSVR works faster than SVR in theory. However, TSVR gives equal emphasis to the points above the up-bound and below the down-bound, which leads to the same influences on the regression function. In fact, points in different positions have different effects on the regressor. Inspired by it, we propose an asymmetric -twin support vector regression based on pinball loss Asy- -TSVR). The new algorithm can effectively control the fitting error by tuning the parameters and p. Therefore, it enhances the generalization ability. Moreover, we study the distribution of samples and give the upper bounds for the samples locating in different positions. Numerical experiments on one artificial dataset, eleven benchmark datasets and a real wheat dataset demonstrate the validity of our proposed algorithm.

• 出版日期2018-12
• 单位北京科技大学; 中国农业大学