Training v-support vector regression: theory and algorithms

  • Authors:
  • Chih-Chung Chang;Chih-Jen Lin

  • Affiliations:
  • Department of Computer Science and Information Engineering, National Taiwan University, Taipei 106, Taiwan;Department of Computer Science and Information Engineering, National Taiwan University, Taipei 106, Taiwan

  • Venue:
  • Neural Computation
  • Year:
  • 2002

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Abstract

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