A division algebraic framework for multidimensional support vector regression

In this paper, division algebras are proposed as an elegant basis upon which to extend support vector regression (SVR) to multidimensional targets. Using this framework, a multitarget SVR called εX-SVR is proposed based on an ε-insensitive loss function that is independent of the coordinate system or basis used. This is developed to dual form in a manner that is analogous to the standard ε-SVR. The εH-SVR is compared and contrasted with the least-square SVR (LS-SVR), the Clifford SVR (C-SVR), and the multidimensional SVR (M-SVR). Three practical applications are considered: namely, 1) approximation of a complex-valued function; 2) chaotic time-series prediction in 3-D; and 3) communication channel equalization. Results show that the εH-SVR performs significantly better than the C-SVR, the LS-SVR, and the M-SVR in terms of mean-squared error, outlier sensitivity, and support vector sparsity.