Support vector regression with automatic accuracy control.

Schölkopf, B; Bartlett, P; Smola, AJ; Williamson, R

doi:10.1007/978-1-4471-1599-1_12

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Support vector regression with automatic accuracy control.

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Schölkopf, B., Bartlett, P., Smola, A., & Williamson, R. (1998). Support vector regression with automatic accuracy control. In L. Niklasson, M. Bodén, & T. Ziemke (Eds.), ICANN 98: 8th International Conference on Artificial Neural Networks, Skövde, Sweden, 2–4 September 1998 (pp. 111-116). London, UK: Springer.

Cite as: https://hdl.handle.net/11858/00-001M-0000-0013-E956-A

Abstract

A new algorithm for Support Vector regression is proposed. For a priori chosen ν, it automatically adjusts a flexible tube of minimal radius to the data such that at most a fraction ν of the data points lie outside. The algorithm is analysed theoretically and experimentally.