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Erschienen in: Neural Processing Letters 1/2018

05.09.2017

Stochastic Support Vector Machine for Classifying and Regression of Random Variables

verfasst von: Maryam Abaszade, Sohrab Effati

Erschienen in: Neural Processing Letters | Ausgabe 1/2018

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Abstract

Support vector machine (SVM) is a supervised machine learning method which can be used for both classification and regression models. In this paper, we introduce a new model of SVM and support vector regression which any of training samples containing inputs and outputs are considered the random variables with known or unknown probability functions. In this new models, we need the mathematical expectation for any of training samples but when these are unknown we apply nonparametric statistical methods. Also constraints occurrence have probability function which helps obtain maximum margin and achieve robustness. We obtain the optimal separating hyperplane and the optimal hyperplane regression by solving the quadratic optimization problems. Finally the proposed methods are illustrated by several experiments.

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Metadaten
Titel
Stochastic Support Vector Machine for Classifying and Regression of Random Variables
verfasst von
Maryam Abaszade
Sohrab Effati
Publikationsdatum
05.09.2017
Verlag
Springer US
Erschienen in
Neural Processing Letters / Ausgabe 1/2018
Print ISSN: 1370-4621
Elektronische ISSN: 1573-773X
DOI
https://doi.org/10.1007/s11063-017-9697-0

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