Intro duction - SVMs

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ATutorialonSupportVectorRegressionAlexJ Smola GMD BernhardSch olkopf GMD NeuroCOLT TechnicalReportSeriesNC TR October ProducedaspartoftheESPRITWorkingGroupinN euralandComputationalLearningII NeuroCOLT FormoreinformationseetheNeuroCOLTwebsite http www neurocolt comoremailneurocolt neurocolt com smola first gmd deGMDFIRST RudowerChaussee Berlin Germany bs first gmd deGMDFIRST RudowerChaussee Berlin Germany Received OCT Introduction AbstractInthistutorialwegiveanoverviewof thebasicideasunderlyingSupportVector SV machinesforregressionandfunctionestimati on Further more weincludeasummaryofcurrentlyusedalgorith msfortrainingSVmachines coveringboththequadratic orconvex programmingpartandadvancedmethodsfordeal ingwithlargedatasets Finally wementionsomemodi cationsandextensionsthathavebeenappliedt othestandardSValgorithm anddiscusstheaspectofregularizationandca pacitycontrolfromaSVpointofview IntroductionThepurposeofthispaperistwofo ld Itshouldserveasaself containedintro ductiontoSupportVectorregressionforreade rsnewtothisrapidlydeveloping eldofresearch Ontheotherha

A T utorial on Supp ort V ector Regression Alex J Smola GMD Bernha rd Sch olk opf NeuroCOL T echnical Rep o rt Series NCTR Octob er Pro duced as pa rt of the ESPRIT W ...

  Regression, Corte, Rt o, Supp, A t utorial on supp ort v ector regression, Utorial