Abaszade, M., Effati, S. (2017). Support vector regression with random output variable and probabilistic constraints. Iranian Journal of Fuzzy Systems, 14(1), 43-60.

Maryam Abaszade; Sohrab Effati. "Support vector regression with random output variable and probabilistic constraints". Iranian Journal of Fuzzy Systems, 14, 1, 2017, 43-60.

Abaszade, M., Effati, S. (2017). 'Support vector regression with random output variable and probabilistic constraints', Iranian Journal of Fuzzy Systems, 14(1), pp. 43-60.

Abaszade, M., Effati, S. Support vector regression with random output variable and probabilistic constraints. Iranian Journal of Fuzzy Systems, 2017; 14(1): 43-60.

Support vector regression with random output variable and probabilistic constraints

^{1}Department of Statistics, Ferdowsi University of Mashhad, Mashhad, Iran

^{2}Department of Applied Mathematics, Ferdowsi University of Mashhad, Mashhad, Iran

Abstract

Support Vector Regression (SVR) solves regression problems based on the concept of Support Vector Machine (SVM). In this paper, a new model of SVR with probabilistic constraints is proposed that any of output data and bias are considered the random variables with uniform probability functions. Using the new proposed method, the optimal hyperplane regression can be obtained by solving a quadratic optimization problem. The proposed method is illustrated by several simulated data and real data sets for both models (linear and nonlinear ) with probabilistic constraints.

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