Efficient Computation and Model Selection for the Support Vector Regression

DOI10.1162/NECO.2007.19.6.1633MaRDI QIDQ3593966zbMATH OpenOpenAlexWikidataFDO

Authors Lacey Gunter, Ji Zhu

Publication date 6 August 2007

Published in Neural Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1162/neco.2007.19.6.1633

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.) (68T20)

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Cites work

• Accurate On-line Support Vector Regression
• Estimation of the mean of a multivariate normal distribution
• How Biased is the Apparent Error Rate of a Prediction Rule?
• Leave-One-Out Bounds for Support Vector Regression Model Selection
• Multivariate adaptive regression splines
• On the degrees of freedom in shape-restricted regression.
• Reoptimization With the Primal-Dual Interior Point Method
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• Some results on Tchebycheffian spline functions and stochastic processes
• The Estimation of Prediction Error
• Training v-Support Vector Regression: Theory and Algorithms

Cited in

(18)

• An algebraic characterization of the optimum of regularized kernel methods
• Estimation in the presence of heteroskedasticity of unknown form: a Lasso-based approach
• Estimating the market share attraction model using support vector regressions
• Incremental learning for \(\nu\)-support vector regression
• scientific article; zbMATH DE number 1784958 (Why is no real title available?)
• Generalized Kalman smoothing: modeling and algorithms
• Modeling degradation path using \(v\)-support vector regression
• The regularization paths for the ROC-optimizing support vector machines
• Leave-One-Out Bounds for Support Vector Regression Model Selection
• On the ``degrees of freedom of the lasso
• An effective \(\nu\)-path algorithm for \(\nu\)-support vector regression
• Survey of the selection of kernels and hyper-parameters in support vector regression
• Solution path algorithm for distributionally robust regression
• A regularization path algorithm for support vector ordinal regression
• Multi-parametric solution-path algorithm for instance-weighted support vector machines
• Approximate penalization path for smoothly clipped absolute deviation
• Feasible generalized least squares using support vector regression
• Regularization paths of \(L_1\)-penalized ROC curve-optimizing support vector machines

Describes a project that uses

Uses Software

• LIBSVM
• SVMlight
• LOQO

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