Least Absolute Deviation Support Vector Regression
نویسندگان
چکیده
منابع مشابه
A Maximum Likelihood Approach to Least Absolute Deviation Regression
Least absolute deviation (LAD) regression is an important tool used in numerous applications throughout science and engineering, mainly due to the intrinsic robust characteristics of LAD. In this paper, we show that the optimization needed to solve the LAD regression problem can be viewed as a sequence of maximum likelihood estimates (MLE) of location. The derived algorithm reduces to an iterat...
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The least absolute deviation or L1 method is a widely known alternative to the classical least squares or L2 method for statistical analysis of linear regression models. Instead of minimizing the sum of squared errors, it minimizes the sum of absolute values of errors. Despite its long history and many ground-breaking works (cf. Portnoy and Koenker (1997) and references therein), the former has...
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a Information Technology Supporting Center, Institute of Scientific and Technical Information of China No. 15 Fuxing Rd., Haidian District, Beijing 100038, China b School of Economics and Management, Beijing Forestry University No. 35 Qinghua East Rd., Haidian District, Beijing 100038, China College of Information and Electrical Engineering, China Agricultural University No. 17 Qinghua East Rd....
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ژورنال
عنوان ژورنال: Mathematical Problems in Engineering
سال: 2014
ISSN: 1024-123X,1563-5147
DOI: 10.1155/2014/169575