By Topic

Bounded Influence Support Vector Regression for Robust Single-Model Estimation

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

3 Author(s)
Dufrenois, F. ; Lab. d''Analyse des Syst. du Littoral, Univ. du Littoral, Calais, France ; Colliez, J. ; Hamad, D.

Support vector regression (SVR) is now a well-established method for estimating real-valued functions. However, the standard SVR is not effective to deal with severe outlier contamination of both response and predictor variables commonly encountered in numerous real applications. In this paper, we present a bounded influence SVR, which downweights the influence of outliers in all the regression variables. The proposed approach adopts an adaptive weighting strategy, which is based on both a robust adaptive scale estimator for large regression residuals and the statistic of a ldquokernelizedrdquo hat matrix for leverage point removal. Thus, our algorithm has the ability to accurately extract the dominant subset in corrupted data sets. Simulated linear and nonlinear data sets show the robustness of our algorithm against outliers. Last, chemical and astronomical data sets that exhibit severe outlier contamination are used to demonstrate the performance of the proposed approach in real situations.

Published in:

Neural Networks, IEEE Transactions on  (Volume:20 ,  Issue: 11 )