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Training <i>v</i>-Support Vector Regression: Theory and Algorithms

Neural ComputationPublished 1 August 2002
Chih-Chung Chang, Chih‐Jen Lin
Citations315
SJR quartileQ1
SJR score0.83
SNIP1.45

TL;DR

Some issues that do not occur in the case of classification are discussed, including the possible range of epsilon and the scaling of target values.

Abstract

We discuss the relation between epsilon-support vector regression (epsilon-SVR) and nu-support vector regression (nu-SVR). In particular, we focus on properties that are different from those of C-support vector classification (C-SVC) and nu-support vector classification (nu-SVC). We then discuss some issues that do not occur in the case of classification: the possible range of epsilon and the scaling of target values. A practical decomposition method for nu-SVR is implemented, and computational experiments are conducted. We show some interesting numerical observations specific to regression.

Keywords

Computer ScienceEngineering