Support Vector Regression via a Combined Reward Cum Penalty Loss Function

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 $\epsilon$-tube of the regressor and also assigns reward for the data points which lie inside of the $\epsilon$-tube of the regressor. The combined reward cum penalty loss function based regression (RP-$\epsilon$-SVR) model has several interesting properties which are investigated in this paper and are also supported with the experimental results.Comment: For any assistance , reader can contact on email with Pritam Anand. Email id - [email protected]. The valuable opinion/comments on the work are welcomed. Looking for collaboration especially for speeding up the solution of optimization problem