Robust Cross-Validation Score Functions with Application to Weighted Least Squares Support Vector Machine Function Estimation * J. De Brabanter, K. Pelckmans, J.A.K. Suykens, J. Vandewalle, B. De Moor Katholieke Universiteit Leuven Department of Electrical Engineering, ESAT-SISTA Kardinaal Mercierlaan 94, B-3001 Leuven (Heverlee), Belgium Tel: 32/16/32 11 45 Fax: 32/16/32 19 70 Email: jos.debrabanter@esat.kuleuven.ac.be Corresponding author: Jos De Brabanter Running title: Robust cross-validation score functions July 2003 * This research work was carried out at the ESAT laboratory and the Interdisciplinary Center of Neural Networks ICNN of the Katholieke Universiteit Leuven, in the framework of the Belgian Program on Interuniversity Poles of Attraction, initiated by the Belgian State, Prime Minister’s Office for Science, Technology and Culture (IUAP P4-02, IUAP P4-24, IUAP V-22), the Concerted Action Project MEFISTO of the Flemish Community and the FWO project G.0407.02. JS is a postdoctoral researcher with the National Fund for Scientific Research FWO - Flanders. 1