Support Vector Quantile Regression with Weighted Quadratic Loss Function
نویسندگان
چکیده
منابع مشابه
Support Vector Regression with a Generalized Quadratic Loss
The standard SVR formulation for real-valued function approximation on multidimensional spaces is based on the -insensitive loss function, where errors are considered not correlated. Due to this, local information in the feature space which can be useful to improve the prediction model is disregarded. In this paper we address this problem by defining a generalized quadratic loss where the co-oc...
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ژورنال
عنوان ژورنال: Communications for Statistical Applications and Methods
سال: 2010
ISSN: 2287-7843
DOI: 10.5351/ckss.2010.17.2.183