An Equivalence between SILF-SVR and Ordinary Kriging

  • Authors:
  • Wensen An;Yanguang Sun

  • Affiliations:
  • Aff1 Aff2;R&D Center, Automation Research and Design Institute of Metallurgical Industry, Beijing, People's Republic of China 100071

  • Venue:
  • Neural Processing Letters
  • Year:
  • 2006

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Abstract

Support vector regression (SVR) is a powerful learning technique in the framework of statistical learning theory, while Kriging is a well-entrenched prediction method traditionally used in the spatial statistics field. However, the two techniques share the same framework of reproducing kernel Hilbert space. In this paper, we first review the formulations of SILF-SVR where soft insensitive loss function is utilized and ordinary Kriging, and then prove the equivalence between the two techniques under the assumption that the kernel function is substituted by covariance function.