Iterative learning in support vector regression with heterogeneous variances
Journal article
Wu, Jinran and Wang, You-Gan. (2023). Iterative learning in support vector regression with heterogeneous variances. IEEE Transactions on Emerging Topics in Computational Intelligence. 7(2), pp. 513-522. https://doi.org/10.1109/TETCI.2022.3182725
Authors | Wu, Jinran and Wang, You-Gan |
---|---|
Abstract | The presence of heterogeneous variances is the norm in practice, which makes machine learning predictions less reliable when noise variances are implicitly assumed to be equal. To this end, we extend support vector regression by allowing a range of variance functions in the model training. Specifically, we model the variance as a function of the mean and other variables as traditionally used in statistical modeling. This leads to iterative learning between support vector regression training and heterogeneous variance modeling. Extensive simulations are implemented to validate the effectiveness of the proposed framework in both linear and nonlinear regressions. Finally, two real data sets are used to demonstrate the superiority of the proposed algorithm in the presence of heterogeneity. |
Keywords | noise modelling; heterogeneity; iterative learning; parameter estimation; prediction |
Year | 2023 |
Journal | IEEE Transactions on Emerging Topics in Computational Intelligence |
Journal citation | 7 (2), pp. 513-522 |
Publisher | Institute of Electrical and Electronics Engineers |
ISSN | 2471-285X |
Digital Object Identifier (DOI) | https://doi.org/10.1109/TETCI.2022.3182725 |
Scopus EID | 2-s2.0-85133673451 |
Page range | 513-522 |
Funder | Australian Research Council (ARC) |
Publisher's version | License All rights reserved File Access Level Controlled |
Output status | Published |
Publication dates | |
Online | 24 Jun 2022 |
Publication process dates | |
Accepted | 03 Jun 2022 |
Deposited | 25 Aug 2022 |
ARC Funded Research | This output has been funded, wholly or partially, under the Australian Research Council Act 2001 |
Grant ID | DP160104292 |
CE140100049 | |
IC190100020 |
https://acuresearchbank.acu.edu.au/item/8y2z3/iterative-learning-in-support-vector-regression-with-heterogeneous-variances
Restricted files
Publisher's version
94
total views0
total downloads1
views this month0
downloads this month