Bayesian support vector regression using a unified loss function

IEEE Transactions on Neural Networks
Wei ChuChong Jin Ong

Abstract

In this paper, we use a unified loss function, called the soft insensitive loss function, for Bayesian support vector regression. We follow standard Gaussian processes for regression to set up the Bayesian framework, in which the unified loss function is used in the likelihood evaluation. Under this framework, the maximum a posteriori estimate of the function values corresponds to the solution of an extended support vector regression problem. The overall approach has the merits of support vector regression such as convex quadratic programming and sparsity in solution representation. It also has the advantages of Bayesian methods for model adaptation and error bars of its predictions. Experimental results on simulated and real-world data sets indicate that the approach works well even on large data sets.

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Citations

Mar 27, 2012·SAR and QSAR in Environmental Research·J DevillersP Aupinel
Jun 13, 2006·Neural Computation·Sepp Hochreiter, Klaus Obermayer
May 31, 2014·Neural Networks : the Official Journal of the International Neural Network Society·Qinghua HuJie Wan
Oct 20, 2006·IEEE/ACM Transactions on Computational Biology and Bioinformatics·Wei ChuDavid L Wild
Sep 10, 2008·IEEE Transactions on Neural Networks·Keem Siah YapIzham Zainal Abidin
Mar 28, 2007·IEEE Transactions on Neural Networks·Zhiwei Shi, Min Han
Nov 22, 2008·IEEE Transactions on Systems, Man, and Cybernetics. Part B, Cybernetics : a Publication of the IEEE Systems, Man, and Cybernetics Society·Jianke ZhuMichael Rung-Tsong Lyu
Sep 2, 2011·IEEE Transactions on Neural Networks·Masayuki Karasuyama, Ichiro Takeuchi
May 10, 2011·IEEE Transactions on Neural Networks·Jian-Bo Yang, Chong-Jin Ong
Jan 12, 2021·Neural Processing Letters·Umesh Gupta, Deepak Gupta
Dec 9, 2020·Entropy·Shiguang ZhangBaofang Chang

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