Support vector regression based on data shifting

  • Authors:
  • Marcin Orchel

  • Affiliations:
  • AGH University of Science and Technology, Al. A. Mickiewicza 30, 30-059 Kraków, Poland

  • Venue:
  • Neurocomputing
  • Year:
  • 2012

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Abstract

In this article, we provide some preliminary theoretical analysis and extended practical experiments of a novel regression method proposed recently which is based on representing regression problems as classification ones with duplicated and shifted data. The main results regard partial equivalency of Bayes solutions for regression problems and the transformed classification ones, and improved Vapnik-Chervonenkis bounds for the proposed method compared to Support Vector Machines. We conducted experiments comparing the proposed method with @e-insensitive Support Vector Regression (@e-SVR) on various synthetic and real world data sets. The results indicate that the new method can achieve comparable generalization performance as @e-SVR with significantly improved the number of support vectors.