FENG Xiao, YANG Zhi-xiao, FAN Yan-feng. Research of Convergence for Tangent Circular Arc Smooth Support Vector Regression[J]. 2013, 30(11): 115-118.DOI:
Research of Convergence for Tangent Circular Arc Smooth Support Vector Regression
Objective function of traditional Support Vector Machine is a strictly convex quadratic problem
but is not differentiable due to plus function
which precludes the most used optimization algorithms.For support vector regression model
this paper presents tangent circular arc smooth function to approximate plus function in original un-differentiable model
and makes the objective function of traditional support vector regression machine smooth.Properties of tangent circular arc smooth function are analyzed
convergence of tangent circular arc smooth support vector regression model is proved
and how to determine the smallest value of smoothness factor α when meets the requirement of the preset precision is given.