Robust Kernel-Based Regression
نویسندگان
چکیده
In this research, a robust optimization approach applied to support vector regression (SVR) is investigated. A novel kernel based-method is developed to address the problem of data uncertainty where each data point is inside a sphere. The model is called robust SVR. Computational results show that the resulting robust SVR model is better than traditional SVR in terms of robustness and generalization error.
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