Multi-task support vector machine with pinball loss

2021 ◽  
Vol 106 ◽  
pp. 104458
Author(s):  
Yunhao Zhang ◽  
Jiajun Yu ◽  
Xinyi Dong ◽  
Ping Zhong
Symmetry ◽  
2021 ◽  
Vol 13 (9) ◽  
pp. 1652
Author(s):  
Wanida Panup ◽  
Rabian Wangkeeree

In this paper, we propose a stochastic gradient descent algorithm, called stochastic gradient descent method-based generalized pinball support vector machine (SG-GPSVM), to solve data classification problems. This approach was developed by replacing the hinge loss function in the conventional support vector machine (SVM) with a generalized pinball loss function. We show that SG-GPSVM is convergent and that it approximates the conventional generalized pinball support vector machine (GPSVM). Further, the symmetric kernel method was adopted to evaluate the performance of SG-GPSVM as a nonlinear classifier. Our suggested algorithm surpasses existing methods in terms of noise insensitivity, resampling stability, and accuracy for large-scale data scenarios, according to the experimental results.


2020 ◽  
Vol 10 (19) ◽  
pp. 6750
Author(s):  
Ditsuhi Iskandaryan ◽  
Francisco Ramos ◽  
Denny Asarias Palinggi ◽  
Sergio Trilles

The growing popularity of soccer has led to the prediction of match results becoming of interest to the research community. The aim of this research is to detect the effects of weather on the result of matches by implementing Random Forest, Support Vector Machine, K-Nearest Neighbors Algorithm, and Extremely Randomized Trees Classifier. The analysis was executed using the Spanish La Liga and Segunda division from the seasons 2013–2014 to 2017–2018 in combination with weather data. Two tasks were proposed as part of this study: the first was to find out whether the game will end in a draw, a win by the hosts or a victory by the guests, and the second was to determine whether the match will end in a draw or if one of the teams will win. The results show that, for the first task, Extremely Randomized Trees Classifier is a better method, with an accuracy of 65.9%, and, for the second task, Support Vector Machine yielded better results with an accuracy of 79.3%. Moreover, it is possible to predict whether the game will end in a draw or not with 0.85 AUC-ROC. Additionally, for comparative purposes, the analysis was also performed without weather data.


2017 ◽  
Vol 68 ◽  
pp. 199-210 ◽  
Author(s):  
Xin Shen ◽  
Lingfeng Niu ◽  
Zhiquan Qi ◽  
Yingjie Tian

2018 ◽  
Vol 35 (1) ◽  
pp. 52-70 ◽  
Author(s):  
Wenxin Zhu ◽  
Yunyan Song ◽  
Yingyuan Xiao

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