Semisupervised support vector quantile regression

Abstract

Unlabeled examples are easier and less expensive to be obtained than labeled examples. In this paper semisupervised approach is used to utilize such examples in an effort to enhance the predictive performance of nonlinear quantile regression problems. We propose a semisupervised quantile regression method named semisupervised support vector quantile regression, which is based on support vector machine. A generalized approximate cross validation method is used to choose the hyper-parameters that affect the performance of estimator. The experimental results confirm the successful performance of the proposed S2SVQR.