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In some regression applications (e.g., an automatic movie scoring system), a large number of ranking data is available in addition to the original regression data. This paper studies whether and how the ranking data can improve the accuracy of regression task. In particular, this paper first proposes an extension of SVR (Support Vector Regression), RankSVR, which incorporates ranking constraints in the learning of regression function. Second, this paper proposes novel sampling methods for RankSVR, which selectively choose samples of ranking data for training of regression functions in order to maximize the performance of RankSVR. While it is relatively easier to acquire ranking data than regression data, incorporating all the ranking data in the learning of regression doest not always generate the best output. Moreoever, adding too many ranking constraints into the regression problem substantially lengthens the training time. Our proposed sampling methods find the ranking samples that maximize the regression performance. Experimental results on synthetic and real data sets show that, when the ranking data is additionally available, RankSVR significantly performs better than SVR by utilizing ranking constraints in the learning of regression, and also show that our sampling methods improve the RankSVR performance better than the random sampling.