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Choosing in Support Vector Regression with Different Noise Models: Theory and Experiments
Como, Italy July 24-July 27
DOI Bookmark: http://doi.ieeecomputersociety.org/10.1109/IJCNN.2000.861457IEEE-INNS-ENNS International Joint Co ...
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Athanassia Chalimourda, Ruhr-Universit?t Bochum
Bernhard Schölkopf, Microsoft Research
Alex J. Smola, Australian National University
In Support Vector (SV) regression, a parameter \math controls the number of Support Vectors and the number of points that come to lie outside of the so-called \math-insensitive tube. For various noise models and SV parameter settings, we experimentally determine the values of \math that lead to the lowest generalization error. We find good agreement with the values that had previously been predicted by a theoretical argument based on the asymptotic efficiency of a simplified model of SV regression.
Citation:
Athanassia Chalimourda, Bernhard Schölkopf, Alex J. Smola, "Choosing in Support Vector Regression with Different Noise Models: Theory and Experiments," ijcnn, vol. 5, pp.5199, IEEE-INNS-ENNS International Joint Conference on Neural Networks (IJCNN'00)-Volume 5, 2000
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