On implicit Lagrangian twin support vector regression by Newton method

In this work, an implicit Lagrangian for the dual twin support vector regression is proposed. Our formulation leads to determining non-parallel –insensitive down- and up- bound functions for the unknown regressor by constructing two unconstrained quadratic programming problems of smaller s...

Full description

Bibliographic Details
Main Authors: S. Balasundaram, Deepak Gupta
Format: Article
Language:English
Published: Atlantis Press 2014-01-01
Series:International Journal of Computational Intelligence Systems
Subjects:
Online Access:https://www.atlantis-press.com/article/25868471.pdf
id doaj-37da54c6653b4ed1bd8cc32e35c7ee9e
record_format Article
spelling doaj-37da54c6653b4ed1bd8cc32e35c7ee9e2020-11-25T00:30:23ZengAtlantis PressInternational Journal of Computational Intelligence Systems 1875-68832014-01-017110.1080/18756891.2013.869900On implicit Lagrangian twin support vector regression by Newton methodS. BalasundaramDeepak GuptaIn this work, an implicit Lagrangian for the dual twin support vector regression is proposed. Our formulation leads to determining non-parallel –insensitive down- and up- bound functions for the unknown regressor by constructing two unconstrained quadratic programming problems of smaller size, instead of a single large one as in the standard support vector regression (SVR). The two related support vector machine type problems are solved using Newton method. Numerical experiments were performed on a number of interesting synthetic and real-world benchmark datasets and their results were compared with SVR and twin SVR. Similar or better generalization performance of the proposed method clearly illustrates its effectiveness and applicability.https://www.atlantis-press.com/article/25868471.pdfImplicit Lagrangian support vector machinesNon parallel planesSupport vector regressionTwin support vector regression
collection DOAJ
language English
format Article
sources DOAJ
author S. Balasundaram
Deepak Gupta
spellingShingle S. Balasundaram
Deepak Gupta
On implicit Lagrangian twin support vector regression by Newton method
International Journal of Computational Intelligence Systems
Implicit Lagrangian support vector machines
Non parallel planes
Support vector regression
Twin support vector regression
author_facet S. Balasundaram
Deepak Gupta
author_sort S. Balasundaram
title On implicit Lagrangian twin support vector regression by Newton method
title_short On implicit Lagrangian twin support vector regression by Newton method
title_full On implicit Lagrangian twin support vector regression by Newton method
title_fullStr On implicit Lagrangian twin support vector regression by Newton method
title_full_unstemmed On implicit Lagrangian twin support vector regression by Newton method
title_sort on implicit lagrangian twin support vector regression by newton method
publisher Atlantis Press
series International Journal of Computational Intelligence Systems
issn 1875-6883
publishDate 2014-01-01
description In this work, an implicit Lagrangian for the dual twin support vector regression is proposed. Our formulation leads to determining non-parallel –insensitive down- and up- bound functions for the unknown regressor by constructing two unconstrained quadratic programming problems of smaller size, instead of a single large one as in the standard support vector regression (SVR). The two related support vector machine type problems are solved using Newton method. Numerical experiments were performed on a number of interesting synthetic and real-world benchmark datasets and their results were compared with SVR and twin SVR. Similar or better generalization performance of the proposed method clearly illustrates its effectiveness and applicability.
topic Implicit Lagrangian support vector machines
Non parallel planes
Support vector regression
Twin support vector regression
url https://www.atlantis-press.com/article/25868471.pdf
work_keys_str_mv AT sbalasundaram onimplicitlagrangiantwinsupportvectorregressionbynewtonmethod
AT deepakgupta onimplicitlagrangiantwinsupportvectorregressionbynewtonmethod
_version_ 1725326948894244864