Twin support vector regression for the simultaneous learning of a function and its derivatives

  • Reshma Khemchandani
  • Anuj Karpatne
  • Suresh Chandra
Original Article

Abstract

Twin support vector regression (TSVR) determines a pair of \(\epsilon\)-insensitive up- and down-bound functions by solving two related support vector machine-type problems, each of which is smaller than that in a classical SVR. On the lines of TSVR, we have proposed a novel regressor for the simultaneous learning of a function and its derivatives, termed as TSVR of a Function and its Derivatives. Results over several functions of more than one variable demonstrate its effectiveness over other existing approaches in terms of improving the estimation accuracy and reducing run time complexity.

Keywords

Twin support vector machines Support vector regression \(\epsilon\)-insensitive bound Function approximation 

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Copyright information

© Springer-Verlag 2012

Authors and Affiliations

  • Reshma Khemchandani
    • 1
  • Anuj Karpatne
    • 2
  • Suresh Chandra
    • 2
  1. 1.RBS India Development CentreGurgaonIndia
  2. 2.Department of MathematicsIndian Institute of TechnologyNew DelhiIndia

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