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 $ϵ$-tube of the regressor and also assigns reward for the data points which lie inside of the $ϵ$-tube of the regressor. The combined reward cum penalty loss function based regression (RP-$ϵ$-SVR) model has several interesting properties which are investigated in this paper and are also supported with the experimental results.