e-Distance Weighted Support Vector Regression

Yan Wang, Ge Ou, Wei Pang, Lan Huang, George MacLeod Coghill

Research output: Working paper

Abstract

We propose a novel support vector regression approach called e-Distance Weighted Support Vector Regression (e-DWSVR).e-DWSVR specifically addresses two challenging issues in support vector regression: first, the process of noisy data; second, how to deal with the situation when the distribution of boundary data is different from that of the overall data. The proposed e-DWSVR optimizes the minimum margin and the mean of functional margin simultaneously to tackle these two issues. In addition, we use both dual coordinate descent (CD) and averaged stochastic gradient descent (ASGD) strategies to make e-DWSVR scalable to large scale problems. We report promising results obtained by e-DWSVR in comparison with existing methods on several benchmark datasets.
Original languageEnglish
PublisherArXiv
Pages1-10
Number of pages10
Publication statusPublished - 21 Jul 2016

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