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ICML
2001
IEEE

A Unified Loss Function in Bayesian Framework for Support Vector Regression

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A Unified Loss Function in Bayesian Framework for Support Vector Regression
In this paper, we propose a unified non-quadratic loss function for regression known as soft insensitive loss function (SILF). SILF is a flexible model and possesses most of the desirable characteristics of popular non-quadratic loss functions, such as Laplacian, Huber's and Vapnik's -insensitive loss function. We describe the properties of SILF and illustrate our assumption on the underlying noise model in
Wei Chu, S. Sathiya Keerthi, Chong Jin Ong
Added 17 Nov 2009
Updated 17 Nov 2009
Type Conference
Year 2001
Where ICML
Authors Wei Chu, S. Sathiya Keerthi, Chong Jin Ong
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