Support Vector Regression via a Combined Reward Cum Penalty Loss Function
Pritam Anand, Reshma Rastogi, Suresh Chandra · arXiv (Cornell University) · 2019
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 $ε$-tube of the regressor and also assigns reward for the data points which lie inside of the $ε$-tube of the regressor. The combined reward cum penalty loss function based regression (RP-$ε$-SVR) model has several interesting properties which are investigated in this paper and are also supported with the experimental results.