Efficient Computation and Model Selection for the Support Vector Regression

DOI10.1162/neco.2007.19.6.1633zbMath1119.68150OpenAlexW1979859909WikidataQ51626930 ScholiaQ51626930MaRDI QIDQ3593966

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)

Related Items

The regularization paths for the ROC-optimizing support vector machines, Incremental learning for \(\nu\)-support vector regression, A regularization path algorithm for support vector ordinal regression, Generalized Kalman smoothing: modeling and algorithms, Multi-parametric solution-path algorithm for instance-weighted support vector machines, Feasible generalized least squares using support vector regression, On the ``degrees of freedom of the lasso, Approximate penalization path for smoothly clipped absolute deviation, An algebraic characterization of the optimum of regularized kernel methods

Uses Software

• LOQO
• SVMlight
• LIBSVM

Cites Work

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