Robust Proximal Support Vector Regression Based on Maximum Correntropy Criterion

Table 1

Experiment results on .

Noise	Algorithm	()	RMSE	MAE	SSE/SST	SSR/SST
Type A	LSSVR	()	0.0863(5.5)	0.0676(5)	0.0720(5)	1.0761(2)
	PSVR	()	0.0863(5.5)	0.0677(6)	0.0721(6)	1.0762(1)
	WLSSVR-H	()	0.0422(3)	0.0349(3)	0.0181(3)	1.0344(6)
	WLSSVR-L	()	0.0514(4)	0.0408(4)	0.0262(4)	1.0479(3)
	RLSSVR-MCC	()	0.0409(2)	0.0331(1.5)	0.0173(1.5)	1.0446(4.5)
	RPSVR-MCC	()	0.0408(1)	0.0331(1.5)	0.0173(1.5)	1.0446(4.5)
Type B	LSSVR	()	0.0979(5)	0.0795(5)	0.0944(5)	0.9374(6)
	PSVR	()	0.0980(6)	0.0796(6)	0.0945(6)	0.9378(5)
	WLSSVR-H	()	0.0723(3)	0.0599(3)	0.0503(3)	0.9976(4)
	WLSSVR-L	()	0.0771(4)	0.0642(4)	0.0588(4)	1.0497(1)
	RLSSVR-MCC	()	0.0694(1.5)	0.0580(1.5)	0.0464(1.5)	1.0399(2)
	RPSVR-MCC	()	0.0694(1.5)	0.0580(1.5)	0.0464(1.5)	1.0398(3)
Type C	LSSVR	()	0.0828(5.5)	0.0665(6)	0.0664(5.5)	1.1137(1)
	PSVR	()	0.0828(5.5)	0.0664(5)	0.0664(5.5)	1.1136(2)
	WLSSVR-H	()	0.0289(3)	0.0221(3)	0.0083(3)	0.9816(4)
	WLSSVR-L	()	0.0378(4)	0.0308(4)	0.0142(4)	1.0154(3)
	RLSSVR-MCC	()	0.0276(2)	0.0213(1.5)	0.0075(1.5)	0.9737(5)
	RPSVR-MCC	()	0.0275(1)	0.0213(1.5)	0.0075(1.5)	0.9736(6)
Type D	LSSVR	()	0.0899(5)	0.0707(5)	0.0772(5)	0.9488(6)
	PSVR	()	0.0900(6)	0.0708(6)	0.0774(6)	0.9492(5)
	WLSSVR-H	()	0.0531(1)	0.0424(1)	0.0287(1)	1.0116(2)
	WLSSVR-L	()	0.0610(4)	0.0500(4)	0.0357(4)	1.0495(1)
	RLSSVR-MCC	()	0.0546(2.5)	0.0443(2.5)	0.0293(2.5)	0.9703(4)
	RPSVR-MCC	()	0.0546(2.5)	0.0443(2.5)	0.0293(2.5)	0.9704(3)
Type E	LSSVR	()	0.2120(6)	0.1749(6)	0.4268(6)	0.7142(4)
	PSVR	()	0.2109(5)	0.1742(5)	0.4226(5)	0.7110(5)
	WLSSVR-H	()	0.2004(4)	0.1636(4)	0.3836(4)	0.5573(6)
	WLSSVR-L	()	0.1887(3)	0.1552(2)	0.3434(3)	0.7500(3)
	RLSSVR-MCC	()	0.1848(2)	0.1553(3)	0.3412(2)	0.7873(2)
	RPSVR-MCC	()	0.1845(1)	0.1548(1)	0.3405(1)	0.7881(1)
Type F	LSSVR	()	0.1796(5)	0.1498(5)	0.3112(5)	0.9709(2)
	PSVR	()	0.1791(4)	0.1493(4)	0.3091(4)	0.9699(3)
	WLSSVR-H	()	0.1846(6)	0.1507(6)	0.3270(6)	0.8896(6)
	WLSSVR-L	()	0.1730(1)	0.1406(1)	0.2990(1)	1.0589(1)
	RLSSVR-MCC	()	0.1770(3)	0.1466(3)	0.3019(3)	0.9197(4)
	RPSVR-MCC	()	0.1765(2)	0.1461(2)	0.2996(2)	0.9185(5)