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In this paper, we introduce a novel combined reward cum penalty loss function to handle the regression problem. The proposed combined reward cum penalty loss function penalizes the data points which lie outside the $\epsilon$-tube of the…

Machine Learning · Computer Science 2020-05-05 Pritam Anand , Reshma Rastogi , Suresh Chandra

We develop a unified approach for classification and regression support vector machines for data subject to right censoring. We provide finite sample bounds on the generalization error of the algorithm, prove risk consistency for a wide…

Machine Learning · Statistics 2013-01-15 Yair Goldberg , Michael R. Kosorok

The classical hinge-loss support vector machines (SVMs) model is sensitive to outlier observations due to the unboundedness of its loss function. To circumvent this issue, recent studies have focused on non-convex loss functions, such as…

Machine Learning · Computer Science 2022-07-19 Ítalo Santana , Breno Serrano , Maximilian Schiffer , Thibaut Vidal

A framework is introduced for solving a sequence of slowly changing optimization problems, including those arising in regression and classification applications, using optimization algorithms such as stochastic gradient descent (SGD). The…

Machine Learning · Computer Science 2015-09-25 Craig Wilson , Venugopal V. Veeravalli

Support Vector Data Description (SVDD) is a machine-learning technique used for single class classification and outlier detection. SVDD formulation with kernel function provides a flexible boundary around data. The value of kernel function…

Machine Learning · Computer Science 2017-09-06 Deovrat Kakde , Arin Chaudhuri , Seunghyun Kong , Maria Jahja , Hansi Jiang , Jorge Silva

For binary classification we establish learning rates up to the order of $n^{-1}$ for support vector machines (SVMs) with hinge loss and Gaussian RBF kernels. These rates are in terms of two assumptions on the considered distributions:…

Statistics Theory · Mathematics 2007-08-22 Ingo Steinwart , Clint Scovel

The support vector machines (SVM) is one of the most widely used and practical optimization based classification models in machine learning because of its interpretability and flexibility to produce high quality results. However, the big…

Machine Learning · Computer Science 2020-11-06 Ehsan Sadrfaridpour , Korey Palmer , Ilya Safro

Parameter reduction can enable otherwise infeasible design and uncertainty studies with modern computational science models that contain several input parameters. In statistical regression, techniques for sufficient dimension reduction…

Numerical Analysis · Mathematics 2018-12-12 Andrew T. Glaws , Paul G. Constantine , R. Dennis Cook

Recently, the need of deploying new wireless networks for smart gas metering has raised the problem of radio planning in the169 MHz band. Unluckily, software tools commonly adopted for radio planning in cellular communication systems cannot…

Stochastic optimization lies at the heart of machine learning, and its cornerstone is stochastic gradient descent (SGD), a method introduced over 60 years ago. The last 8 years have seen an exciting new development: variance reduction (VR)…

Machine Learning · Computer Science 2020-10-05 Robert M. Gower , Mark Schmidt , Francis Bach , Peter Richtarik

Solving different types of optimization models (including parameters fitting) for support vector machines on large-scale training data is often an expensive computational task. This paper proposes a multilevel algorithmic framework that…

Machine Learning · Statistics 2014-10-14 Talayeh Razzaghi , Ilya Safro

In this article, a large dimensional performance analysis of kernel least squares support vector machines (LS-SVMs) is provided under the assumption of a two-class Gaussian mixture model for the input data. Building upon recent advances in…

Machine Learning · Statistics 2021-03-18 Zhenyu Liao , Romain Couillet

The aim of this project is to develop a code to discover the optimal sigma value that maximum the F1 score and the optimal sigma value that maximizes the accuracy and to find out if they are the same. Four algorithms which can be used to…

Systems and Control · Electrical Eng. & Systems 2019-11-19 Alison Jenkins , Vinika Gupta , Mary Lenoir

The task of predicting future stock values has always been one that is heavily desired albeit very difficult. This difficulty arises from stocks with non-stationary behavior, and without any explicit form. Hence, predictions are best made…

Computational Finance · Quantitative Finance 2019-04-19 Hieu Quang Nguyen , Abdul Hasib Rahimyar , Xiaodi Wang

Consider the problem of simultaneous estimation and support recovery of the coefficient vector in a linear data model with additive Gaussian noise. We study the problem of estimating the model coefficients based on a recently proposed…

Statistics Theory · Mathematics 2022-11-15 Soham Jana , Henry Li , Yutaro Yamada , Ofir Lindenbaum

We derive improved regression and classification rates for support vector machines using Gaussian kernels under the assumption that the data has some low-dimensional intrinsic structure that is described by the box-counting dimension. Under…

Statistics Theory · Mathematics 2021-04-08 Thomas Hamm , Ingo Steinwart

A popular machine-learning model for regression tasks, including stock-market prediction, weather forecasting and real-estate pricing, is the classical support vector regression (SVR). However, a practically realisable quantum SVR remains…

Quantum Physics · Physics 2025-03-18 Archismita Dalal , Mohsen Bagherimehrab , Barry C. Sanders

Variance reduction (VR) methods employ stochastic gradients with decreasing variance, and they have been widely applied to solve large-scale optimization problems in machine learning because of their efficiency. Existing theoretical studies…

Machine Learning · Computer Science 2026-05-28 Yunwen Lei , Zimeng Wang , Xiaoming Yuan

A key problem in deep learning and computational neuroscience is relating the geometrical properties of neural representations to task performance. Here, we consider this problem for continuous decoding tasks where neural variability may…

Disordered Systems and Neural Networks · Physics 2025-07-01 Abdulkadir Canatar , SueYeon Chung

The development of next-generation autonomous control of fission systems, such as nuclear power plants, will require leveraging advancements in machine learning. For fission systems, accurate prediction of nuclear transport is important to…

Computational Physics · Physics 2021-06-01 Akshay J. Dave , Jiankai Yu , Jarod Wilson , Bren Phillips , Kaichao Sun , Benoit Forget