Two smooth support vector machines for $$\varepsilon $$-insensitive regression |
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Authors: | Weizhe Gu Wei-Po Chen Chun-Hsu Ko Yuh-Jye Lee Jein-Shan Chen |
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Institution: | 1.Department of Mathematics, School of Science,Tianjin University,Tianjin,People’s Republic of China;2.Department of Mathematics,National Taiwan Normal University,Taipei,Taiwan;3.Department of Electrical Engineering,I-Shou University,Kaohsiung,Taiwan;4.Department of Applied Mathematics,National Chiao Tung University,Hsinchu,Taiwan |
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Abstract: | In this paper, we propose two new smooth support vector machines for \(\varepsilon \)-insensitive regression. According to these two smooth support vector machines, we construct two systems of smooth equations based on two novel families of smoothing functions, from which we seek the solution to \(\varepsilon \)-support vector regression (\(\varepsilon \)-SVR). More specifically, using the proposed smoothing functions, we employ the smoothing Newton method to solve the systems of smooth equations. The algorithm is shown to be globally and quadratically convergent without any additional conditions. Numerical comparisons among different values of parameter are also reported. |
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