English
 
Help Privacy Policy Disclaimer
  Advanced SearchBrowse

Item

ITEM ACTIONSEXPORT

Released

Conference Paper

General cost functions for support vector regression.

MPS-Authors
There are no MPG-Authors in the publication available
External Resource
Fulltext (public)
There are no public fulltexts stored in PuRe
Supplementary Material (public)
There is no public supplementary material available
Citation

Smola, A., Schölkopf, B., & Müller, K.-R. (1998). General cost functions for support vector regression. In T. Downs, M. Frean, & M. Gallagher (Eds.), Ninth Australian Conference on Neural Networks (ACNN 1998) (pp. 79-83). St. Lucia.


Cite as: http://hdl.handle.net/11858/00-001M-0000-0013-E952-1
Abstract
The concept of Support Vector Regression is extended to a more general class of convex cost functions. Moreover it is shown how the resulting convex constrained optimization problems can be efficiently solved by a Primal-Dual Interior Point path following method. Both computational feasibility and improvement of estimation is demonstrated in the experiments.