Regression analysis is often formulated as an optimization problem with squared loss functions. Facing the challenge of the selection of the proper function class with polynomial smooth techniques applied to support v...Regression analysis is often formulated as an optimization problem with squared loss functions. Facing the challenge of the selection of the proper function class with polynomial smooth techniques applied to support vector regression models, this study takes cubic spline interpolation to generate a new polynomial smooth function ｜×｜ε^ 2, in g-insensitive support vector regression. Theoretical analysis shows that Sε^2 -function is better than pε^2 -function in properties, and the approximation accuracy of the proposed smoothing function is two order higher than that of classical pε^2 -function. The experimental data shows the efficiency of the new approach.展开更多
We propose a smoothing trust region filter algorithm for nonsmooth nonconvex least squares problems. We present convergence theorems of the proposed algorithm to a Clarke stationary point or a global minimizer of the ...We propose a smoothing trust region filter algorithm for nonsmooth nonconvex least squares problems. We present convergence theorems of the proposed algorithm to a Clarke stationary point or a global minimizer of the objective function under certain conditions. Preliminary numerical experiments show the efficiency of the proposed algorithm for finding zeros of a system of polynomial equations with high degrees on the sphere and solving differential variational inequalities.展开更多
基金Supported by Guangdong Natural Science Foundation Project(No.S2011010002144)Province and Ministry Production and Research Projects(No.2012B091100497,2012B091100191,2012B091100383)+1 种基金Guangdong Province Enterprise Laboratory Project(No.2011A091000046)Guangdong Province Science and Technology Major Project(No.2012A080103010)
文摘Regression analysis is often formulated as an optimization problem with squared loss functions. Facing the challenge of the selection of the proper function class with polynomial smooth techniques applied to support vector regression models, this study takes cubic spline interpolation to generate a new polynomial smooth function ｜×｜ε^ 2, in g-insensitive support vector regression. Theoretical analysis shows that Sε^2 -function is better than pε^2 -function in properties, and the approximation accuracy of the proposed smoothing function is two order higher than that of classical pε^2 -function. The experimental data shows the efficiency of the new approach.
基金supported by Hong Kong Research Grant Council(Grant No.Poly U5001/12p)National Natural Science Foundation of China(Grant No.11101231)
文摘We propose a smoothing trust region filter algorithm for nonsmooth nonconvex least squares problems. We present convergence theorems of the proposed algorithm to a Clarke stationary point or a global minimizer of the objective function under certain conditions. Preliminary numerical experiments show the efficiency of the proposed algorithm for finding zeros of a system of polynomial equations with high degrees on the sphere and solving differential variational inequalities.
