Robust and SparseLP-Norm Support Vector Regression
Author(s) -
Ya-Fen Ye,
Chao Ying,
YuanHai Shao,
ChunNa Li,
Yujuan Chen
Publication year - 2017
Publication title -
journal of advanced computational intelligence and intelligent informatics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.172
H-Index - 20
eISSN - 1343-0130
pISSN - 1883-8014
DOI - 10.20965/jaciii.2017.p0989
Subject(s) - outlier , robustness (evolution) , feature selection , computer science , support vector machine , norm (philosophy) , robust regression , regression , pattern recognition (psychology) , artificial intelligence , nonlinear system , nonlinear regression , regression analysis , algorithm , mathematics , machine learning , statistics , biochemistry , chemistry , physics , quantum mechanics , political science , law , gene
A robust and sparse L p -norm support vector regression ( L p -RSVR) is proposed in this paper. The implementation of feature selection in our L p -RSVR not only preserves the performance of regression but also improves its robustness. The main characteristics of L p -RSVR are as follows: (i) By using the absolute constraint, L p -RSVR performs robustly against outliers. (ii) L p -RSVR ensures that useful features are selected based on theoretical analysis. (iii) Based on the feature-selection results, nonlinear L p -RSVR can be used when data is structurally nonlinear. Experimental results demonstrate the superiorities of the proposed L p -RSVR in both feature selection and regression performance as well as its robustness.
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