Robust support vector regression and applications

Intelligent Engineering Systems Through Artificial Neural Networks

Volumn 13, Issue , 2003, Pages 181-186

  Trafalis, Theodore B ^a   Alwazzi, Samir A ^a  

^a University of Oklahoma   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

DATA VECTORS; SUPPORT VECTOR MACHINES (SVM); SUPPORT VECTOR REGRESSION (SVR);

COMPUTATIONAL COMPLEXITY; CONSTRAINT THEORY; DATA REDUCTION; LINEAR PROGRAMMING; PERTURBATION TECHNIQUES; QUADRATIC PROGRAMMING; REGRESSION ANALYSIS; SPURIOUS SIGNAL NOISE; VECTORS;

LEARNING SYSTEMS;

EID: 2442497018     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (14)

1. Ben-Tal, A. and A Nemirovski, "Robust solutions to uncertain linear programs via convex programming," Operations Research Letters, vol.25:1, pp.1-17, 1996.
2. Ben-Tal, A. and A. Nemirovski, "Robust convex optimization," Mathematics of Operations Research, vol.23:4, pp. 769-805, 1998.
3. Boyd, S., M.S.Lobo, and L. Vandenberghe, "Applications of second-order cone programming," Linear Algebra and its Applications, vol.284, pp. 193-226, 1998.
4. Ghaoui, L.E. and H. Lebret, "Robust solutions to least-square problems with uncertain data," SIAM J.Matrix Anal. Appl., 18, pp. 1035-1064, 1997.
5. Golub, G.H., "Some modified matrix eigenvalue problems," SIAM Rev., 15, pp.318-344, 1973.
6. Golub, G.H. and C.F. Van Loan, "An analysis of the total least squares problem," SIAM J. Numer. Anal., 17, pp.883-893, 1980.
7. rd ed., Baltimore, MD, The Johns Hopkins University Press, 1997.
8. Huffel, S.V. and J. Vandewalle, The Total Least Squares Problem: Computational Aspects and Analysis, Philadelphia, PA, SIAM, 1991.
9. Lawson, C.L. and R.J. Hanson, Solving Least-Squares Problems, Philadelphia, PA, SIAM, 1995.
10. Smola, A. and B. Schhölkopf, A Tutorial on Support Vector Regression. Statistics and Computing. Also: Neuro COLT Technical Report NC-TR - 98-030, 1998.
11. Trafalis, T.B. and S. A. Alwazzi, "Robust Optimization in Support Vector Machine Training with Bounded Errors", Accepted Paper (in print), Proceedings IJCNN2003, Portland, Oregon, USA, July 2003.
12. UCI Machine Learning Data base ftp. ics. uci. edu /pub/machine-learning databases.
13. Vapnik, V., The Nature of Statistical Learning Theory, Springer Verlag, 1995.
14. Vapnik, V., Statistical Learning Theory, Wiley, 1998.