HawkEye: Advancing Robust Regression with Bounded, Smooth, and Insensitive Loss Function

TL;DR

This paper introduces HawkEye, a novel loss function for support vector regression that is bounded, smooth, and insensitive, improving robustness and generalization, and employs Adam optimization for the first time in SVR.

Contribution

The paper proposes HawkEye, the first loss function in SVR that combines boundedness, smoothness, and insensitivity, and integrates it with Adam optimization for enhanced robustness and efficiency.

Findings

HawkEye loss improves robustness against outliers.

HE-LSSVR achieves superior generalization performance.

The model trains faster than existing methods.

Abstract

Support vector regression (SVR) has garnered significant popularity over the past two decades owing to its wide range of applications across various fields. Despite its versatility, SVR encounters challenges when confronted with outliers and noise, primarily due to the use of the $\varepsilon$-insensitive loss function. To address this limitation, SVR with bounded loss functions has emerged as an appealing alternative, offering enhanced generalization performance and robustness. Notably, recent developments focus on designing bounded loss functions with smooth characteristics, facilitating the adoption of gradient-based optimization algorithms. However, it's crucial to highlight that these bounded and smooth loss functions do not possess an insensitive zone. In this paper, we address the aforementioned constraints by introducing a novel symmetric loss function named the HawkEye loss function. It is worth noting that the HawkEye loss function stands out as the first loss function in SVR literature to be bounded, smooth, and simultaneously possess an insensitive zone. Leveraging this breakthrough, we integrate the HawkEye loss function into the least squares framework of SVR and yield a new fast and robust model termed HE-LSSVR. The optimization problem inherent to HE-LSSVR is addressed by harnessing the adaptive moment estimation (Adam) algorithm, known for its adaptive learning rate and efficacy in handling large-scale problems. To our knowledge, this is the first time Adam has been employed to solve an SVR problem. To empirically validate the proposed HE-LSSVR model, we evaluate it on UCI, synthetic, and time series datasets. The experimental outcomes unequivocally reveal the superiority of the HE-LSSVR model both in terms of its remarkable generalization performance and its efficiency in training time.