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Applicable Analysis and Discrete MathematicsVolume 13, Issue 2, 2019, Pages 583-604

Sparse regularized fuzzy regression(Article)(Open Access)

  • Rapaić, D.,
  • Krstanović, L.,
  • Ralević, N.,
  • Obradović, R.,
  • Klipa, D.
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  • aUniversity of Novi Sad, Trg D. Obradovića 6, Novi Sad, 21000, Serbia
  • bUniversity of Novi Sad, Department of Fundamentals Sciences, Chair of Engineering Animation, Trg D. Obradovića 6, Novi Sad, 21000, Serbia
  • cUniversity of Novi Sad, Trg D. Obradovića 6, Novi Sad, 21000, Serbia
  • dUniversity of Novi Sad, Department of Fundamentals Sciences, Chair of Engineering Animation, Trg D. Obradovića 6, Novi Sad, 21000, Serbia
  • eUniversity of Novi Sad, Trg D. Obradovića 6, Novi Sad, 21000, Serbia

Abstract

In this work, we focus on two things: First, in addition to the data measurement uncertainty, we develop a novel probabilistic model by imposing the additive noise in the classical fuzzy regression model. We obtain the baseline LS estimation as the maximum likelihood estimation for regression parameters. Moreover, by assuming the heavy tail distribution and by introducing the Huber norm instead of square in the cost function, we obtain more general robust fuzzy M-estimator, much more suitable for modeling the outliers often present in the data sets. © 2019 University of Belgrade.

Author keywords

Fuzzy regressionHuber normMAP estimateRobust statisticsSparse regularization
  • ISSN: 14528630
  • Source Type: Journal
  • Original language: English
  • DOI: 10.2298/AADM171227021R
  • Document Type: Article
  • Publisher: University of Belgrade


© Copyright 2019 Elsevier B.V., All rights reserved.

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