Convex Cost Functions

نویسنده

  • Rudower Chaussee
چکیده

The concept of Support Vector Regression is extended to a more general class of convex cost functions. It is shown how the resulting convex constrained optimization problems can be eeciently solved by a Primal{Dual Interior Point path following method. Both computational feasibility and improvement of estimation is demonstrated in the experiments.

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تاریخ انتشار 1998