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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 pacityco

Intro duction Abstract In this tutorial w egiv eano v erview of the basic ideas underlying Supp ort V ector SV mac hines for regression and function estimation

  Conduit, Intro, Introduc tion

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