Recursive robust least squares support vector regression based on maximum correntropy criterion.
Xiaobo ChenJian YangJun LiangQiaolin YePublished in: Neurocomputing (2012)
Keyphrases
- least squares
- support vector
- robust estimation
- weighted least squares
- feature selection
- ls svm
- cross validation
- parameter estimation
- classification accuracy
- loss function
- support vector machine
- half quadratic
- computationally efficient
- hyperplane
- generalization ability
- linear programming
- error minimization
- robust estimators