IEICE Technical Committee Submission System
Conference Paper's Information
Online Proceedings
[Sign in]
Tech. Rep. Archives
 Go Top Page Go Previous   [Japanese] / [English] 

Paper Abstract and Keywords
Presentation 2013-11-12 15:45
[Poster Presentation] Non-Convex Optimization of Robust Support Vector Regression by Utilizing Parametric Programming
Shinya Suzumura, Ichiro Takeuchi (Nagoya Inst. of Tech.), Masashi Sugiyama (Tokyo Inst. of Tech.) IBISML2013-45
Abstract (in Japanese) (See Japanese page) 
(in English) In this paper, we propose a novel optimization method for robust support vector regression(SVR) that has robustness to outliers. In robust SVR, it is important to adaptively determine which instances are considered as outliers, and how much the effect of outliers should be alleviated. We introduce a pair of tuning parameters that adjust the outlier's criterion and effects, and develop a parametric algorithm that computes the path of solutions when those parameters are continuously changed.
Since the loss function of robust SVR is non-convex, our proposed algorithm computes a path of local optimal solutions. Unlike solution paths of convex problems, our local optimal solution path are shown to have finite number of discrete points. Our algorithm can identify those discrete points and properly handle those discontinuities in the path computation.
Although we have already proposed similar optimaization method for support vector classification, we propose the regression version of our method here.
Keyword (in Japanese) (See Japanese page) 
(in English) Robust Support Vector Regression / Parametric Programming / Non-Convex Optimization / / / / /  
Reference Info. IEICE Tech. Rep., vol. 113, no. 286, IBISML2013-45, pp. 69-75, Nov. 2013.
Paper # IBISML2013-45 
Date of Issue 2013-11-05 (IBISML) 
ISSN Print edition: ISSN 0913-5685    Online edition: ISSN 2432-6380
Copyright
and
reproduction
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034)
Download PDF IBISML2013-45

Conference Information
Committee IBISML  
Conference Date 2013-11-10 - 2013-11-13 
Place (in Japanese) (See Japanese page) 
Place (in English) Tokyo Institute of Technology, Kuramae-Kaikan 
Topics (in Japanese) (See Japanese page) 
Topics (in English) The 16th IBIS Workshop & The 2nd IBIS Tutorial 
Paper Information
Registration To IBISML 
Conference Code 2013-11-IBISML 
Language Japanese 
Title (in Japanese) (See Japanese page) 
Sub Title (in Japanese) (See Japanese page) 
Title (in English) Non-Convex Optimization of Robust Support Vector Regression by Utilizing Parametric Programming 
Sub Title (in English)  
Keyword(1) Robust Support Vector Regression  
Keyword(2) Parametric Programming  
Keyword(3) Non-Convex Optimization  
Keyword(4)  
Keyword(5)  
Keyword(6)  
Keyword(7)  
Keyword(8)  
1st Author's Name Shinya Suzumura  
1st Author's Affiliation Nagoya Institute of Technology (Nagoya Inst. of Tech.)
2nd Author's Name Ichiro Takeuchi  
2nd Author's Affiliation Nagoya Institute of Technology (Nagoya Inst. of Tech.)
3rd Author's Name Masashi Sugiyama  
3rd Author's Affiliation Tokyo institute of technology (Tokyo Inst. of Tech.)
4th Author's Name  
4th Author's Affiliation ()
5th Author's Name  
5th Author's Affiliation ()
6th Author's Name  
6th Author's Affiliation ()
7th Author's Name  
7th Author's Affiliation ()
8th Author's Name  
8th Author's Affiliation ()
9th Author's Name  
9th Author's Affiliation ()
10th Author's Name  
10th Author's Affiliation ()
11th Author's Name  
11th Author's Affiliation ()
12th Author's Name  
12th Author's Affiliation ()
13th Author's Name  
13th Author's Affiliation ()
14th Author's Name  
14th Author's Affiliation ()
15th Author's Name  
15th Author's Affiliation ()
16th Author's Name  
16th Author's Affiliation ()
17th Author's Name  
17th Author's Affiliation ()
18th Author's Name  
18th Author's Affiliation ()
19th Author's Name  
19th Author's Affiliation ()
20th Author's Name  
20th Author's Affiliation ()
Speaker Author-1 
Date Time 2013-11-12 15:45:00 
Presentation Time 180 minutes 
Registration for IBISML 
Paper # IBISML2013-45 
Volume (vol) vol.113 
Number (no) no.286 
Page pp.69-75 
#Pages
Date of Issue 2013-11-05 (IBISML) 


[Return to Top Page]

[Return to IEICE Web Page]


The Institute of Electronics, Information and Communication Engineers (IEICE), Japan