Regularization Paths for ν-SVM and ν-SVR

  • Authors:
  • Gaëlle Loosli;Gilles Gasso;Stéphane Canu

  • Affiliations:
  • LITIS, EA 4051, Rouen, France;LITIS, EA 4051, Rouen, France;LITIS, EA 4051, Rouen, France

  • Venue:
  • ISNN '07 Proceedings of the 4th international symposium on Neural Networks: Advances in Neural Networks, Part III
  • Year:
  • 2007

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Abstract

This paper presents the ν-SVM and theν-SVR full regularization paths along with aleave-one-out inspired stopping criterion and an efficientimplementation. In the ν-SVR method, two parameters areprovided by the user: the regularization parameter Candνwhich settles the width of the ν-tube. Inthe classical ν-SVM method, parameter νisan lower bound on the number of support vectors in the solution.Based on the previous works of [1,2], extensions of regularizationpaths for SVM and SVR are proposed and permit to automaticallycompute the solution path by varying νor theregularization parameter.