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Selecting rows and columns for training support vector regression models with large retail datasets


  • Gür Ali, Özden
  • Yaman, Kübra


Although support vector regression models are being used successfully in various applications, the size of the business datasets with millions of observations and thousands of variables makes training them difficult, if not impossible to solve. This paper introduces the Row and Column Selection Algorithm (ROCSA) to select a small but informative dataset for training support vector regression models with standard SVM tools. ROCSA uses ε-SVR models with L1-norm regularization of the dual and primal variables for the row and column selection steps, respectively. The first step involves parallel processing of data chunks and selects a fraction of the original observations that are either representative of the pattern identified in the chunk, or represent those observations that do not fit the identified pattern. The column selection step dramatically reduces the number of variables and the multicolinearity in the dataset, increasing the interpretability of the resulting models and their ease of maintenance. Evaluated on six retail datasets from two countries and a publicly available research dataset, the reduced ROCSA training data improves the predictive accuracy on average by 39% compared with the original dataset when trained with standard SVM tools. Comparison with the ε SSVR method using reduced kernel technique shows similar performance improvement. Training a standard SVM tool with the ROCSA selected observations improves the predictive accuracy on average by 21% compared to the practical approach of random sampling.

Suggested Citation

  • Gür Ali, Özden & Yaman, Kübra, 2013. "Selecting rows and columns for training support vector regression models with large retail datasets," European Journal of Operational Research, Elsevier, vol. 226(3), pages 471-480.
  • Handle: RePEc:eee:ejores:v:226:y:2013:i:3:p:471-480
    DOI: 10.1016/j.ejor.2012.11.013

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    References listed on IDEAS

    1. Wu, Shaomin & Akbarov, Artur, 2011. "Support vector regression for warranty claim forecasting," European Journal of Operational Research, Elsevier, vol. 213(1), pages 196-204, August.
    2. Carbonneau, Real & Laframboise, Kevin & Vahidov, Rustam, 2008. "Application of machine learning techniques for supply chain demand forecasting," European Journal of Operational Research, Elsevier, vol. 184(3), pages 1140-1154, February.
    3. Lu, Chi-Jie & Wang, Yen-Wen, 2010. "Combining independent component analysis and growing hierarchical self-organizing maps with support vector regression in product demand forecasting," International Journal of Production Economics, Elsevier, vol. 128(2), pages 603-613, December.
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    Cited by:

    1. Ma, Shaohui & Fildes, Robert, 2017. "A retail store SKU promotions optimization model for category multi-period profit maximization," European Journal of Operational Research, Elsevier, vol. 260(2), pages 680-692.
    2. Gur Ali, Ozden & Pinar, Efe, 2016. "Multi-period-ahead forecasting with residual extrapolation and information sharing — Utilizing a multitude of retail series," International Journal of Forecasting, Elsevier, vol. 32(2), pages 502-517.


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