- Book Chapter
2
- 10.2991/978-94-6239-102-4_43
A Convergent Nonlinear Smooth Support Vector Regression Model
- Jan 01, 2015
- Li-Ru Tian + 1 more +1
Research on the non-smooth problems in the nonlinear support vector regression. A nonlinear smooth support vector regression model is proposed. Using a generalized cubic spline function approach the non-smooth part in the support vector regression model. The model of the nonlinear smooth support vector regression is solved by BFGS-Armijo. Then, the approximation accuracy and the astringency of the generalized cubic spline function to the insensitive loss function were analyzed. As a result, we found the four-order and six times spline function's approximation effect is better than other smooth functions, and the nonlinear smooth support vector regression model, which be proposed in this paper is convergent.
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