A novel outlier-insensitive local support vector machine for robust data-driven forecasting in engineering

Machine learning (ML)-based data-driven methods have promoted the progress of modeling in many engineering domains. These methods can achieve high prediction and generalization performance for large, high-quality datasets. However, ML methods can yield biased predictions if the observed data (i.e., response variable y) are corrupted by outliers. This paper addresses this problem with a novel, robust ML approach that is formulated as an optimization problem by coupling locally weighted least-squares support vector machines for regression (LWLS-SVMR) with one weight function. The weight is a function of residuals and allows for iteration within the proposed approach, significantly reducing the negative interference of outliers. A new efficient hybrid algorithm is developed to solve the optimization problem. The proposed approach is assessed and validated by comparison with relevant ML approaches on both one-dimensional simulated datasets corrupted by various outliers and multi-dimensional real-world engineering datasets, including datasets used for predicting the lateral strength of reinforced concrete (RC) columns, the fuel consumption of automobiles, the rising time of a servomechanism, and dielectric breakdown strength. Finally, the proposed method is applied to produce a data-driven solver for computational mechanics with a nonlinear material dataset corrupted by outliers. The results all show that the proposed method is robust against non-extreme and extreme outliers and improves the predictive performance necessary to solve various engineering problems.

Automated summary

This paper proposes a novel and robust machine learning method, which formulates the problem as an optimization problem by combining locally weighted least-squares support vector machines for regression with a weight function. The proposed approach effectively reduces the interference of outliers and improves the predictive performance for various engineering problems.