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How to show that minimizing the epsilon-insensitive loss is equivalent to a quadratic program with inequality constraints?
This question is about an optimization problem that arises in support vector regression (SVR). Suppose you have $N$ pairs $(\vec{x}_n, y_n)$ as data and would like to find a vector of weights $\vec w \...
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16
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How to model nonlinear regression?
As part of my research in statistics, I recently stumbled upon this paper1 which provides an operational perspective into linear models.
In simple linear regression, quadratic programming can be used ...
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