An ε-twin support vector machine for regression

@article{Shao2012AnS,
  title={An ε-twin support vector machine for regression},
  author={Yuan-Hai Shao and Chunhua Zhang and Zhi-Min Yang and Ling Jing and Nai-Yang Deng},
  journal={Neural Computing and Applications},
  year={2012},
  volume={23},
  pages={175-185}
}
This study proposes a new regressor—ε-twin support vector regression (ε-TSVR) based on TSVR. ε-TSVR determines a pair of ε-insensitive proximal functions by solving two related SVM-type problems. Different form only empirical risk minimization is implemented in TSVR, the structural risk minimization principle is implemented by introducing the regularization term in primal problems of our ε-TSVR, yielding the dual problems to be stable positive definite quadratic programming problems, so can… CONTINUE READING