Robust support vector regression networks for function approximation with outliers

  • Authors:
  • Chen-Chia Chuang;Shun-Feng Su;Jin-Tsong Jeng;Chih-Ching Hsiao

  • Affiliations:
  • Dept. of Electron. Eng., Hwa-Hsia Coll. of Technol. & Commerce, Taipei;-;-;-

  • Venue:
  • IEEE Transactions on Neural Networks
  • Year:
  • 2002

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Abstract

Support vector regression (SVR) employs the support vector machine (SVM) to tackle problems of function approximation and regression estimation. SVR has been shown to have good robust properties against noise. When the parameters used in SVR are improperly selected, overfitting phenomena may still occur. However, the selection of various parameters is not straightforward. Besides, in SVR, outliers may also possibly be taken as support vectors. Such an inclusion of outliers in support vectors may lead to seriously overfitting phenomena. In this paper, a novel regression approach, termed as the robust support vector regression (RSVR) network, is proposed to enhance the robust capability of SVR. In the approach, traditional robust learning approaches are employed to improve the learning performance for any selected parameters. From the simulation results, our RSVR can always improve the performance of the learned systems for all cases. Besides, it can be found that even the training lasted for a long period, the testing errors would not go up. In other words, the overfitting phenomenon is indeed suppressed.