Support vector expectile regression using IRWLS procedure
نویسندگان
چکیده
منابع مشابه
Convergence of the IRWLS Procedure to the Support Vector Machine Solution
An iterative reweighted least squares (IRWLS) procedure recently proposed is shown to converge to the support vector machine solution. The convergence to a stationary point is ensured by modifying the original IRWLS procedure.
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ژورنال
عنوان ژورنال: Journal of the Korean Data and Information Science Society
سال: 2014
ISSN: 1598-9402
DOI: 10.7465/jkdi.2014.25.4.931