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Interval regression analysis using support vector networks

Fuzzy Sets and Systems
Publication Date
DOI: 10.1016/j.fss.2008.10.012
  • Support Vector Machines (Svms)
  • Support Vector Regression Machines
  • Interval Regression Analysis
  • Quadratic Programming
  • Computer Science


Abstract Support vector machines (SVMs) have been very successful in pattern classification and function estimation problems for crisp data. In this paper, the v -support vector interval regression network ( v -SVIRN) is proposed to evaluate interval linear and nonlinear regression models for crisp input and output data. As it is difficult to select an appropriate value of the insensitive tube width in ε -support vector regression network, the proposed v -SVIRN alleviates this problem by utilizing a new parametric-insensitive loss function. The proposed v -SVIRN automatically adjusts a flexible parametric-insensitive zone of arbitrary shape and minimal size to include the given data. Besides, the proposed method can achieve automatic accuracy control in the interval regression analysis task. For a priori chosen v , at most a fraction v of the data points lie outside the interval model constructed by the proposed v -SVIRN. To be more precise, v is an upper bound on the fraction of training errors and a lower bound on the fraction of support vectors. Hence, the selection of v is more intuitive. Moreover, the proposed algorithm here is a model-free method in the sense that we do not have to assume the underlying model function. Experimental results are then presented which show the proposed v -SVIRN is useful in practice, especially when the noise is heteroscedastic, that is, the noise strongly depends on the input value x.

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